{"id":47819,"date":"2025-05-05T01:01:00","date_gmt":"2025-05-05T01:01:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=47819"},"modified":"2025-06-20T01:02:08","modified_gmt":"2025-06-20T01:02:08","slug":"may-5-2025","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47819","title":{"rendered":"May 5, 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-0.2835 %<\/td>\n2,086.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.2835 %<\/td>\n4,060.7<\/td>\n<\/tr>\n
Floater<\/td>\n7.39 %<\/td>\n7.91 %<\/td>\n67,295<\/td>\n11.45<\/td>\n3<\/td>\n-0.2835 %<\/td>\n2,340.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2082 %<\/td>\n3,655.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.79 %<\/td>\n4.51 %<\/td>\n83,640<\/td>\n2.62<\/td>\n8<\/td>\n0.2082 %<\/td>\n4,364.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2082 %<\/td>\n3,405.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5248 %<\/td>\n2,870.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.99 %<\/td>\n6.12 %<\/td>\n49,411<\/td>\n13.74<\/td>\n33<\/td>\n0.5248 %<\/td>\n3,129.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.68 %<\/td>\n6.45 %<\/td>\n117,174<\/td>\n12.78<\/td>\n51<\/td>\n0.3726 %<\/td>\n2,772.2<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.90 %<\/td>\n6.00 %<\/td>\n69,071<\/td>\n13.85<\/td>\n21<\/td>\n0.0157 %<\/td>\n3,068.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.83 %<\/td>\n5.86 %<\/td>\n32,491<\/td>\n14.05<\/td>\n3<\/td>\n0.2379 %<\/td>\n3,503.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.45 %<\/td>\n5.41 %<\/td>\n133,407<\/td>\n3.46<\/td>\n8<\/td>\n0.2673 %<\/td>\n2,572.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3726 %<\/td>\n2,833.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.49 %<\/td>\n6.03 %<\/td>\n65,369<\/td>\n13.71<\/td>\n14<\/td>\n-0.0511 %<\/td>\n2,809.9<\/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\n\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n-3.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-05
\nMaturity Price : 19.31
\nEvaluated at bid price : 19.31
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n-3.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-05
\nMaturity Price : 22.92
\nEvaluated at bid price : 24.16
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-2.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-05
\nMaturity Price : 15.80
\nEvaluated at bid price : 15.80
\nBid-YTW : 6.69 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n-2.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-05
\nMaturity Price : 18.81
\nEvaluated at bid price : 18.81
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
PWF.PR.E<\/td>\nPerpetual-Discount<\/td>\n-1.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-05
\nMaturity Price : 21.97
\nEvaluated at bid price : 22.20
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n
BN.PR.K<\/td>\nFloater<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-05
\nMaturity Price : 11.07
\nEvaluated at bid price : 11.07
\nBid-YTW : 7.97 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-05
\nMaturity Price : 22.66
\nEvaluated at bid price : 23.41
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Disc<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.65
\nBid-YTW : 6.45 %<\/td>\n<\/tr>\n
ENB.PR.A<\/td>\nPerpetual-Discount<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-05
\nMaturity Price : 22.66
\nEvaluated at bid price : 22.90
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
ENB.PR.F<\/td>\nFixedReset Disc<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-05
\nMaturity Price : 18.72
\nEvaluated at bid price : 18.72
\nBid-YTW : 7.33 %<\/td>\n<\/tr>\n
BN.PF.I<\/td>\nFixedReset Disc<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-05
\nMaturity Price : 23.67
\nEvaluated at bid price : 24.00
\nBid-YTW : 6.83 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-05
\nMaturity Price : 19.96
\nEvaluated at bid price : 19.96
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-05
\nMaturity Price : 22.22
\nEvaluated at bid price : 22.50
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
ENB.PF.E<\/td>\nFixedReset Disc<\/td>\n1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-05
\nMaturity Price : 19.01
\nEvaluated at bid price : 19.01
\nBid-YTW : 7.28 %<\/td>\n<\/tr>\n
NA.PR.K<\/td>\nFixedReset Prem<\/td>\n1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-05-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 27.40
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-05
\nMaturity Price : 18.80
\nEvaluated at bid price : 18.80
\nBid-YTW : 7.16 %<\/td>\n<\/tr>\n
BN.PF.J<\/td>\nFixedReset Disc<\/td>\n1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-05
\nMaturity Price : 23.03
\nEvaluated at bid price : 24.00
\nBid-YTW : 6.25 %<\/td>\n<\/tr>\n
ENB.PF.C<\/td>\nFixedReset Disc<\/td>\n1.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-05
\nMaturity Price : 19.27
\nEvaluated at bid price : 19.27
\nBid-YTW : 7.24 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n2.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-05
\nMaturity Price : 21.96
\nEvaluated at bid price : 22.40
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
ENB.PR.H<\/td>\nFixedReset Disc<\/td>\n2.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-05
\nMaturity Price : 19.76
\nEvaluated at bid price : 19.76
\nBid-YTW : 6.73 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n4.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-05
\nMaturity Price : 22.77
\nEvaluated at bid price : 24.00
\nBid-YTW : 6.62 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n18.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-05
\nMaturity Price : 18.99
\nEvaluated at bid price : 18.99
\nBid-YTW : 5.94 %<\/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
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n60,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-05
\nMaturity Price : 15.15
\nEvaluated at bid price : 15.15
\nBid-YTW : 7.10 %<\/td>\n<\/tr>\n
ENB.PF.E<\/td>\nFixedReset Disc<\/td>\n57,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-05
\nMaturity Price : 19.01
\nEvaluated at bid price : 19.01
\nBid-YTW : 7.28 %<\/td>\n<\/tr>\n
ENB.PF.C<\/td>\nFixedReset Disc<\/td>\n42,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-05
\nMaturity Price : 19.27
\nEvaluated at bid price : 19.27
\nBid-YTW : 7.24 %<\/td>\n<\/tr>\n
PVS.PR.M<\/td>\nSplitShare<\/td>\n19,900<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2031-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.32
\nBid-YTW : 5.09 %<\/td>\n<\/tr>\n
FFH.PR.G<\/td>\nFixedReset Disc<\/td>\n14,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-05
\nMaturity Price : 22.42
\nEvaluated at bid price : 23.30
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n12,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-05
\nMaturity Price : 19.65
\nEvaluated at bid price : 19.65
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
There were 3 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.L<\/td>\nFixedReset Ins Non<\/td>\nQuote: 21.75 – 23.79
\nSpot Rate : 2.0400
\nAverage : 1.2249<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-05
\nMaturity Price : 21.42
\nEvaluated at bid price : 21.75
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n

CU.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.00 – 23.88
\nSpot Rate : 4.8800
\nAverage : 4.4079<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-05
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n

TD.PF.A<\/td>\nFixedReset Disc<\/td>\nQuote: 23.70 – 24.80
\nSpot Rate : 1.1000
\nAverage : 0.6662<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-05
\nMaturity Price : 22.67
\nEvaluated at bid price : 23.70
\nBid-YTW : 5.28 %<\/td>\n<\/tr>\n

NA.PR.S<\/td>\nFixedReset Disc<\/td>\nQuote: 24.16 – 25.10
\nSpot Rate : 0.9400
\nAverage : 0.5572<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-05
\nMaturity Price : 22.92
\nEvaluated at bid price : 24.16
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n

ENB.PR.B<\/td>\nFixedReset Disc<\/td>\nQuote: 18.04 – 18.95
\nSpot Rate : 0.9100
\nAverage : 0.5373<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-05
\nMaturity Price : 18.04
\nEvaluated at bid price : 18.04
\nBid-YTW : 7.38 %<\/td>\n<\/tr>\n

PVS.PR.K<\/td>\nSplitShare<\/td>\nQuote: 25.15 – 26.00
\nSpot Rate : 0.8500
\nAverage : 0.5006<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.15
\nBid-YTW : 4.51 %<\/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-47819","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47819","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=47819"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47819\/revisions"}],"predecessor-version":[{"id":47820,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47819\/revisions\/47820"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47819"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47819"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47819"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}