{"id":47811,"date":"2025-04-30T15:46:00","date_gmt":"2025-04-30T15:46:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=47811"},"modified":"2025-06-19T15:47:23","modified_gmt":"2025-06-19T15:47:23","slug":"april-30-2025","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47811","title":{"rendered":"April 30, 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-1.4253 %<\/td>\n2,051.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.4253 %<\/td>\n3,992.6<\/td>\n<\/tr>\n
Floater<\/td>\n7.52 %<\/td>\n8.02 %<\/td>\n71,917<\/td>\n11.34<\/td>\n3<\/td>\n-1.4253 %<\/td>\n2,300.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1193 %<\/td>\n3,642.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.80 %<\/td>\n4.64 %<\/td>\n64,362<\/td>\n1.73<\/td>\n8<\/td>\n0.1193 %<\/td>\n4,349.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1193 %<\/td>\n3,393.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0456 %<\/td>\n2,850.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.03 %<\/td>\n6.15 %<\/td>\n52,438<\/td>\n13.67<\/td>\n33<\/td>\n0.0456 %<\/td>\n3,108.2<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.74 %<\/td>\n6.60 %<\/td>\n117,464<\/td>\n12.68<\/td>\n49<\/td>\n0.1553 %<\/td>\n2,735.3<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.94 %<\/td>\n6.04 %<\/td>\n71,365<\/td>\n13.81<\/td>\n21<\/td>\n0.2316 %<\/td>\n3,045.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.95 %<\/td>\n5.96 %<\/td>\n36,646<\/td>\n13.90<\/td>\n3<\/td>\n-0.3827 %<\/td>\n3,463.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.41 %<\/td>\n5.44 %<\/td>\n143,736<\/td>\n13.68<\/td>\n10<\/td>\n0.1377 %<\/td>\n2,553.6<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1553 %<\/td>\n2,796.0<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.79 %<\/td>\n6.20 %<\/td>\n67,184<\/td>\n13.37<\/td>\n12<\/td>\n-0.1157 %<\/td>\n2,719.4<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-3.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-30
\nMaturity Price : 18.80
\nEvaluated at bid price : 18.80
\nBid-YTW : 7.07 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n-3.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-30
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 6.69 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n-2.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-30
\nMaturity Price : 12.75
\nEvaluated at bid price : 12.75
\nBid-YTW : 6.83 %<\/td>\n<\/tr>\n
BN.PR.K<\/td>\nFloater<\/td>\n-1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-30
\nMaturity Price : 10.85
\nEvaluated at bid price : 10.85
\nBid-YTW : 8.12 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n-1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-30
\nMaturity Price : 19.93
\nEvaluated at bid price : 19.93
\nBid-YTW : 6.26 %<\/td>\n<\/tr>\n
ENB.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-30
\nMaturity Price : 17.80
\nEvaluated at bid price : 17.80
\nBid-YTW : 7.51 %<\/td>\n<\/tr>\n
IFC.PR.K<\/td>\nInsurance Straight<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-30
\nMaturity Price : 21.32
\nEvaluated at bid price : 21.60
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-30
\nMaturity Price : 15.80
\nEvaluated at bid price : 15.80
\nBid-YTW : 7.40 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-30
\nMaturity Price : 19.01
\nEvaluated at bid price : 19.01
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 6.21 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-30
\nMaturity Price : 21.89
\nEvaluated at bid price : 22.31
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-30
\nMaturity Price : 19.32
\nEvaluated at bid price : 19.32
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
ENB.PR.A<\/td>\nPerpetual-Discount<\/td>\n1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-30
\nMaturity Price : 22.60
\nEvaluated at bid price : 22.85
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n
BN.PF.I<\/td>\nFixedReset Disc<\/td>\n1.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-30
\nMaturity Price : 23.20
\nEvaluated at bid price : 23.55
\nBid-YTW : 6.95 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n2.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-30
\nMaturity Price : 23.04
\nEvaluated at bid price : 23.93
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n2.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-30
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Disc<\/td>\n2.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-30
\nMaturity Price : 20.70
\nEvaluated at bid price : 20.70
\nBid-YTW : 7.00 %<\/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
ENB.PF.E<\/td>\nFixedReset Disc<\/td>\n125,810<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-30
\nMaturity Price : 18.31
\nEvaluated at bid price : 18.31
\nBid-YTW : 7.56 %<\/td>\n<\/tr>\n
ENB.PR.B<\/td>\nFixedReset Disc<\/td>\n64,263<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-30
\nMaturity Price : 17.55
\nEvaluated at bid price : 17.55
\nBid-YTW : 7.58 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n57,728<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-30
\nMaturity Price : 20.60
\nEvaluated at bid price : 20.60
\nBid-YTW : 6.62 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n21,535<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-30
\nMaturity Price : 10.98
\nEvaluated at bid price : 10.98
\nBid-YTW : 8.02 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n21,273<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-30
\nMaturity Price : 19.86
\nEvaluated at bid price : 19.86
\nBid-YTW : 6.68 %<\/td>\n<\/tr>\n
BN.PR.K<\/td>\nFloater<\/td>\n20,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-30
\nMaturity Price : 10.85
\nEvaluated at bid price : 10.85
\nBid-YTW : 8.12 %<\/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.L<\/td>\nInsurance Straight<\/td>\nQuote: 23.56 – 24.99
\nSpot Rate : 1.4300
\nAverage : 0.8332<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-30
\nMaturity Price : 23.26
\nEvaluated at bid price : 23.56
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n

BIP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 23.00 – 24.45
\nSpot Rate : 1.4500
\nAverage : 0.8856<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-30
\nMaturity Price : 22.27
\nEvaluated at bid price : 23.00
\nBid-YTW : 6.93 %<\/td>\n<\/tr>\n

IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\nQuote: 16.61 – 19.18
\nSpot Rate : 2.5700
\nAverage : 2.1106<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-30
\nMaturity Price : 16.61
\nEvaluated at bid price : 16.61
\nBid-YTW : 7.00 %<\/td>\n<\/tr>\n

CU.PR.I<\/td>\nFixedReset Disc<\/td>\nQuote: 24.74 – 25.50
\nSpot Rate : 0.7600
\nAverage : 0.4302<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-30
\nMaturity Price : 24.17
\nEvaluated at bid price : 24.74
\nBid-YTW : 6.55 %<\/td>\n<\/tr>\n

BN.PR.N<\/td>\nPerpetual-Discount<\/td>\nQuote: 18.00 – 18.75
\nSpot Rate : 0.7500
\nAverage : 0.4824<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-30
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 6.69 %<\/td>\n<\/tr>\n

CU.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 18.83 – 23.88
\nSpot Rate : 5.0500
\nAverage : 4.7838<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-30
\nMaturity Price : 18.83
\nEvaluated at bid price : 18.83
\nBid-YTW : 6.09 %<\/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-47811","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47811","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=47811"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47811\/revisions"}],"predecessor-version":[{"id":47812,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47811\/revisions\/47812"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47811"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47811"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47811"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}