{"id":47815,"date":"2025-06-19T00:57:11","date_gmt":"2025-06-19T00:57:11","guid":{"rendered":"https:\/\/prefblog.com\/?p=47815"},"modified":"2025-06-20T01:24:10","modified_gmt":"2025-06-20T01:24:10","slug":"june-19-2025","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47815","title":{"rendered":"June 19, 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-0.2033 %<\/td>\n2,262.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2033 %<\/td>\n4,405.1<\/td>\n<\/tr>\n
Floater<\/td>\n7.06 %<\/td>\n7.09 %<\/td>\n58,498<\/td>\n12.49<\/td>\n2<\/td>\n-0.2033 %<\/td>\n2,538.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1733 %<\/td>\n3,644.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.80 %<\/td>\n3.47 %<\/td>\n46,427<\/td>\n0.68<\/td>\n8<\/td>\n-0.1733 %<\/td>\n4,352.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1733 %<\/td>\n3,396.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0152 %<\/td>\n2,944.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.84 %<\/td>\n5.99 %<\/td>\n42,783<\/td>\n13.85<\/td>\n33<\/td>\n-0.0152 %<\/td>\n3,210.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.63 %<\/td>\n6.29 %<\/td>\n114,236<\/td>\n12.93<\/td>\n46<\/td>\n-0.1693 %<\/td>\n2,885.7<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.81 %<\/td>\n5.84 %<\/td>\n51,054<\/td>\n14.16<\/td>\n20<\/td>\n-0.3252 %<\/td>\n3,116.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.64 %<\/td>\n5.74 %<\/td>\n39,737<\/td>\n14.32<\/td>\n3<\/td>\n0.0607 %<\/td>\n3,656.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.08 %<\/td>\n5.24 %<\/td>\n117,567<\/td>\n3.29<\/td>\n12<\/td>\n-0.0580 %<\/td>\n2,608.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1693 %<\/td>\n2,949.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.16 %<\/td>\n5.83 %<\/td>\n69,105<\/td>\n14.13<\/td>\n14<\/td>\n-0.1694 %<\/td>\n2,988.0<\/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-9.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-19
\nMaturity Price : 19.85
\nEvaluated at bid price : 19.85
\nBid-YTW : 6.81 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n-7.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-19
\nMaturity Price : 20.90
\nEvaluated at bid price : 20.90
\nBid-YTW : 6.38 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-5.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-19
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
BN.PR.Z<\/td>\nFixedReset Disc<\/td>\n-3.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-19
\nMaturity Price : 21.58
\nEvaluated at bid price : 21.99
\nBid-YTW : 6.79 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n-2.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-19
\nMaturity Price : 20.05
\nEvaluated at bid price : 20.05
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
ENB.PR.P<\/td>\nFixedReset Disc<\/td>\n-2.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-19
\nMaturity Price : 20.01
\nEvaluated at bid price : 20.01
\nBid-YTW : 7.07 %<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-19
\nMaturity Price : 17.84
\nEvaluated at bid price : 17.84
\nBid-YTW : 7.21 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-19
\nMaturity Price : 18.65
\nEvaluated at bid price : 18.65
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-19
\nMaturity Price : 21.08
\nEvaluated at bid price : 21.08
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-19
\nMaturity Price : 20.31
\nEvaluated at bid price : 20.31
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
GWO.PR.L<\/td>\nInsurance Straight<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-19
\nMaturity Price : 23.36
\nEvaluated at bid price : 23.65
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
ENB.PR.N<\/td>\nFixedReset Disc<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-19
\nMaturity Price : 22.56
\nEvaluated at bid price : 23.30
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-19
\nMaturity Price : 16.75
\nEvaluated at bid price : 16.75
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-19
\nMaturity Price : 22.54
\nEvaluated at bid price : 23.30
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-19
\nMaturity Price : 21.48
\nEvaluated at bid price : 21.80
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-19
\nMaturity Price : 23.16
\nEvaluated at bid price : 24.50
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\n1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-19
\nMaturity Price : 21.07
\nEvaluated at bid price : 21.07
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n2.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-19
\nMaturity Price : 17.25
\nEvaluated at bid price : 17.25
\nBid-YTW : 6.54 %<\/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.D<\/td>\nFixedReset Disc<\/td>\n100,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.05
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n26,833<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-19
\nMaturity Price : 20.02
\nEvaluated at bid price : 20.02
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
ENB.PR.T<\/td>\nFixedReset Disc<\/td>\n19,094<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-19
\nMaturity Price : 21.36
\nEvaluated at bid price : 21.36
\nBid-YTW : 6.75 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Prem<\/td>\n16,281<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-19
\nMaturity Price : 25.35
\nEvaluated at bid price : 25.35
\nBid-YTW : 5.51 %<\/td>\n<\/tr>\n
FFH.PR.H<\/td>\nFloatingReset<\/td>\n13,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-19
\nMaturity Price : 23.92
\nEvaluated at bid price : 24.20
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Disc<\/td>\n13,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-19
\nMaturity Price : 21.52
\nEvaluated at bid price : 21.80
\nBid-YTW : 6.71 %<\/td>\n<\/tr>\n
There were 2 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
IFC.PR.F<\/td>\nInsurance Straight<\/td>\nQuote: 20.90 – 23.87
\nSpot Rate : 2.9700
\nAverage : 1.9670<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-19
\nMaturity Price : 20.90
\nEvaluated at bid price : 20.90
\nBid-YTW : 6.38 %<\/td>\n<\/tr>\n

CU.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 19.85 – 22.15
\nSpot Rate : 2.3000
\nAverage : 1.3749<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-19
\nMaturity Price : 19.85
\nEvaluated at bid price : 19.85
\nBid-YTW : 6.81 %<\/td>\n<\/tr>\n

CU.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 18.65 – 21.75
\nSpot Rate : 3.1000
\nAverage : 2.4354<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-19
\nMaturity Price : 18.65
\nEvaluated at bid price : 18.65
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n

IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\nQuote: 20.30 – 21.40
\nSpot Rate : 1.1000
\nAverage : 0.6562<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-19
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n

ENB.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 20.10 – 21.25
\nSpot Rate : 1.1500
\nAverage : 0.7175<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-19
\nMaturity Price : 20.10
\nEvaluated at bid price : 20.10
\nBid-YTW : 6.99 %<\/td>\n<\/tr>\n

BN.PR.Z<\/td>\nFixedReset Disc<\/td>\nQuote: 21.99 – 22.69
\nSpot Rate : 0.7000
\nAverage : 0.4477<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-19
\nMaturity Price : 21.58
\nEvaluated at bid price : 21.99
\nBid-YTW : 6.79 %<\/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-47815","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47815","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=47815"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47815\/revisions"}],"predecessor-version":[{"id":47816,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47815\/revisions\/47816"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47815"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47815"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47815"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}