{"id":47835,"date":"2025-05-15T01:09:10","date_gmt":"2025-05-15T01:09:10","guid":{"rendered":"https:\/\/prefblog.com\/?p=47835"},"modified":"2025-06-20T01:09:36","modified_gmt":"2025-06-20T01:09:36","slug":"may-15-2025","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47835","title":{"rendered":"May 15, 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>\n0.1377 %<\/td>\n2,156.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1377 %<\/td>\n4,197.0<\/td>\n<\/tr>\n
Floater<\/td>\n7.15 %<\/td>\n7.48 %<\/td>\n61,650<\/td>\n11.91<\/td>\n3<\/td>\n0.1377 %<\/td>\n2,418.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0197 %<\/td>\n3,667.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.77 %<\/td>\n4.42 %<\/td>\n77,466<\/td>\n2.59<\/td>\n8<\/td>\n-0.0197 %<\/td>\n4,380.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0197 %<\/td>\n3,417.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0638 %<\/td>\n2,924.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.88 %<\/td>\n5.99 %<\/td>\n52,436<\/td>\n13.89<\/td>\n33<\/td>\n-0.0638 %<\/td>\n3,188.7<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.57 %<\/td>\n6.28 %<\/td>\n115,833<\/td>\n12.96<\/td>\n51<\/td>\n-0.0054 %<\/td>\n2,829.6<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.80 %<\/td>\n5.92 %<\/td>\n60,098<\/td>\n13.94<\/td>\n21<\/td>\n0.2661 %<\/td>\n3,119.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.64 %<\/td>\n5.72 %<\/td>\n32,422<\/td>\n14.24<\/td>\n3<\/td>\n0.3695 %<\/td>\n3,614.6<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.41 %<\/td>\n5.37 %<\/td>\n124,714<\/td>\n3.44<\/td>\n8<\/td>\n0.1979 %<\/td>\n2,589.3<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0054 %<\/td>\n2,892.5<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.30 %<\/td>\n5.77 %<\/td>\n65,628<\/td>\n14.03<\/td>\n14<\/td>\n-0.4454 %<\/td>\n2,908.9<\/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.D<\/td>\nInsurance Straight<\/td>\n-3.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-15
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-3.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-15
\nMaturity Price : 16.35
\nEvaluated at bid price : 16.35
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n-1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-15
\nMaturity Price : 12.75
\nEvaluated at bid price : 12.75
\nBid-YTW : 6.85 %<\/td>\n<\/tr>\n
IFC.PR.K<\/td>\nInsurance Straight<\/td>\n-1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-15
\nMaturity Price : 22.13
\nEvaluated at bid price : 22.45
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-15
\nMaturity Price : 20.25
\nEvaluated at bid price : 20.25
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
POW.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-15
\nMaturity Price : 22.98
\nEvaluated at bid price : 23.25
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
POW.PR.C<\/td>\nPerpetual-Discount<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-15
\nMaturity Price : 24.22
\nEvaluated at bid price : 24.48
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
ENB.PR.J<\/td>\nFixedReset Disc<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-15
\nMaturity Price : 19.87
\nEvaluated at bid price : 19.87
\nBid-YTW : 6.96 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-15
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-15
\nMaturity Price : 20.65
\nEvaluated at bid price : 20.65
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-15
\nMaturity Price : 20.61
\nEvaluated at bid price : 20.61
\nBid-YTW : 5.54 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-15
\nMaturity Price : 11.80
\nEvaluated at bid price : 11.80
\nBid-YTW : 7.48 %<\/td>\n<\/tr>\n
BN.PF.C<\/td>\nPerpetual-Discount<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-15
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\n2.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-15
\nMaturity Price : 20.65
\nEvaluated at bid price : 20.65
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n2.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-15
\nMaturity Price : 19.55
\nEvaluated at bid price : 19.55
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n
BN.PF.B<\/td>\nFixedReset Disc<\/td>\n2.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-15
\nMaturity Price : 21.26
\nEvaluated at bid price : 21.53
\nBid-YTW : 6.60 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n3.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-15
\nMaturity Price : 20.28
\nEvaluated at bid price : 20.28
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
ENB.PR.P<\/td>\nFixedReset Disc<\/td>\n3.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-15
\nMaturity Price : 19.95
\nEvaluated at bid price : 19.95
\nBid-YTW : 6.85 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n3.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-15
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n4.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-15
\nMaturity Price : 23.19
\nEvaluated at bid price : 24.45
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
ENB.PR.F<\/td>\nFixedReset Disc<\/td>\n5.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-15
\nMaturity Price : 19.20
\nEvaluated at bid price : 19.20
\nBid-YTW : 6.98 %<\/td>\n<\/tr>\n
ENB.PF.G<\/td>\nFixedReset Disc<\/td>\n6.87 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-15
\nMaturity Price : 19.05
\nEvaluated at bid price : 19.05
\nBid-YTW : 7.12 %<\/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
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n187,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-06-23
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.97
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n93,610<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-15
\nMaturity Price : 18.16
\nEvaluated at bid price : 18.16
\nBid-YTW : 6.87 %<\/td>\n<\/tr>\n
FFH.PR.I<\/td>\nFixedReset Disc<\/td>\n89,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-15
\nMaturity Price : 23.44
\nEvaluated at bid price : 24.12
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
FFH.PR.K<\/td>\nFixedReset Disc<\/td>\n85,962<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.83
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n67,504<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-15
\nMaturity Price : 22.68
\nEvaluated at bid price : 23.70
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n
ENB.PR.P<\/td>\nFixedReset Disc<\/td>\n66,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-15
\nMaturity Price : 19.95
\nEvaluated at bid price : 19.95
\nBid-YTW : 6.85 %<\/td>\n<\/tr>\n
There were 14 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
BN.PR.X<\/td>\nFixedReset Disc<\/td>\nQuote: 17.22 – 24.00
\nSpot Rate : 6.7800
\nAverage : 6.0732<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-15
\nMaturity Price : 17.22
\nEvaluated at bid price : 17.22
\nBid-YTW : 6.76 %<\/td>\n<\/tr>\n

IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.92 – 23.92
\nSpot Rate : 1.0000
\nAverage : 0.7150<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-15
\nMaturity Price : 22.49
\nEvaluated at bid price : 22.92
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n

IFC.PR.F<\/td>\nInsurance Straight<\/td>\nQuote: 22.00 – 24.00
\nSpot Rate : 2.0000
\nAverage : 1.7173<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-15
\nMaturity Price : 21.63
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n

IFC.PR.K<\/td>\nInsurance Straight<\/td>\nQuote: 22.45 – 23.25
\nSpot Rate : 0.8000
\nAverage : 0.5320<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-15
\nMaturity Price : 22.13
\nEvaluated at bid price : 22.45
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n

ENB.PF.A<\/td>\nFixedReset Disc<\/td>\nQuote: 19.92 – 20.74
\nSpot Rate : 0.8200
\nAverage : 0.5604<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-15
\nMaturity Price : 19.92
\nEvaluated at bid price : 19.92
\nBid-YTW : 6.94 %<\/td>\n<\/tr>\n

SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 19.80 – 20.75
\nSpot Rate : 0.9500
\nAverage : 0.7021<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-15
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 6.08 %<\/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-47835","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47835","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=47835"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47835\/revisions"}],"predecessor-version":[{"id":47836,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47835\/revisions\/47836"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47835"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47835"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47835"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}