{"id":47837,"date":"2025-05-16T01:09:56","date_gmt":"2025-05-16T01:09:56","guid":{"rendered":"https:\/\/prefblog.com\/?p=47837"},"modified":"2025-06-20T01:10:19","modified_gmt":"2025-06-20T01:10:19","slug":"may-16-2025","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47837","title":{"rendered":"May 16, 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>\n0.3851 %<\/td>\n2,164.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3851 %<\/td>\n4,213.1<\/td>\n<\/tr>\n
Floater<\/td>\n7.12 %<\/td>\n7.49 %<\/td>\n61,114<\/td>\n11.91<\/td>\n3<\/td>\n0.3851 %<\/td>\n2,428.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1577 %<\/td>\n3,673.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.76 %<\/td>\n4.36 %<\/td>\n76,583<\/td>\n2.59<\/td>\n8<\/td>\n0.1577 %<\/td>\n4,387.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1577 %<\/td>\n3,423.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3013 %<\/td>\n2,915.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.90 %<\/td>\n5.98 %<\/td>\n51,686<\/td>\n13.89<\/td>\n33<\/td>\n-0.3013 %<\/td>\n3,179.1<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.56 %<\/td>\n6.31 %<\/td>\n114,060<\/td>\n13.01<\/td>\n51<\/td>\n0.1072 %<\/td>\n2,832.7<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.80 %<\/td>\n5.91 %<\/td>\n62,192<\/td>\n13.96<\/td>\n21<\/td>\n0.0265 %<\/td>\n3,120.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.62 %<\/td>\n5.72 %<\/td>\n33,506<\/td>\n14.24<\/td>\n3<\/td>\n0.2761 %<\/td>\n3,624.6<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.40 %<\/td>\n5.37 %<\/td>\n121,410<\/td>\n3.44<\/td>\n8<\/td>\n0.0963 %<\/td>\n2,591.8<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1072 %<\/td>\n2,895.6<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.29 %<\/td>\n5.76 %<\/td>\n63,425<\/td>\n13.94<\/td>\n14<\/td>\n0.2171 %<\/td>\n2,915.2<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n-12.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-16
\nMaturity Price : 17.60
\nEvaluated at bid price : 17.60
\nBid-YTW : 6.78 %<\/td>\n<\/tr>\n
ENB.PF.G<\/td>\nFixedReset Disc<\/td>\n-4.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-16
\nMaturity Price : 18.15
\nEvaluated at bid price : 18.15
\nBid-YTW : 7.48 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n-3.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-16
\nMaturity Price : 18.80
\nEvaluated at bid price : 18.80
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n-3.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-16
\nMaturity Price : 18.82
\nEvaluated at bid price : 18.82
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-2.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-16
\nMaturity Price : 19.25
\nEvaluated at bid price : 19.25
\nBid-YTW : 6.25 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-16
\nMaturity Price : 15.62
\nEvaluated at bid price : 15.62
\nBid-YTW : 6.42 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-16
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-16
\nMaturity Price : 23.01
\nEvaluated at bid price : 24.10
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-16
\nMaturity Price : 23.14
\nEvaluated at bid price : 24.70
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
POW.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-16
\nMaturity Price : 23.20
\nEvaluated at bid price : 23.50
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n
GWO.PR.P<\/td>\nInsurance Straight<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-16
\nMaturity Price : 22.93
\nEvaluated at bid price : 23.20
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
ENB.PF.A<\/td>\nFixedReset Disc<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-16
\nMaturity Price : 20.15
\nEvaluated at bid price : 20.15
\nBid-YTW : 6.86 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-16
\nMaturity Price : 16.50
\nEvaluated at bid price : 16.50
\nBid-YTW : 6.21 %<\/td>\n<\/tr>\n
ENB.PR.B<\/td>\nFixedReset Disc<\/td>\n1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-16
\nMaturity Price : 18.60
\nEvaluated at bid price : 18.60
\nBid-YTW : 6.99 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-16
\nMaturity Price : 21.57
\nEvaluated at bid price : 21.90
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
ENB.PR.J<\/td>\nFixedReset Disc<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-16
\nMaturity Price : 20.15
\nEvaluated at bid price : 20.15
\nBid-YTW : 6.87 %<\/td>\n<\/tr>\n
BN.PF.A<\/td>\nFixedReset Disc<\/td>\n1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-16
\nMaturity Price : 22.81
\nEvaluated at bid price : 23.76
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-16
\nMaturity Price : 12.98
\nEvaluated at bid price : 12.98
\nBid-YTW : 6.73 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-16
\nMaturity Price : 19.35
\nEvaluated at bid price : 19.35
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nInsurance Straight<\/td>\n2.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-16
\nMaturity Price : 23.03
\nEvaluated at bid price : 23.50
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n2.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-16
\nMaturity Price : 16.80
\nEvaluated at bid price : 16.80
\nBid-YTW : 6.26 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n3.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-16
\nMaturity Price : 22.18
\nEvaluated at bid price : 22.75
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nInsurance Straight<\/td>\n3.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-16
\nMaturity Price : 20.61
\nEvaluated at bid price : 20.61
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n5.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-16
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 6.89 %<\/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>\n36,429<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-16
\nMaturity Price : 23.44
\nEvaluated at bid price : 25.17
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n32,512<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-16
\nMaturity Price : 21.16
\nEvaluated at bid price : 21.16
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n30,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-16
\nMaturity Price : 22.33
\nEvaluated at bid price : 23.05
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n28,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-16
\nMaturity Price : 23.96
\nEvaluated at bid price : 24.94
\nBid-YTW : 6.37 %<\/td>\n<\/tr>\n
GWO.PR.P<\/td>\nInsurance Straight<\/td>\n16,455<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-16
\nMaturity Price : 22.93
\nEvaluated at bid price : 23.20
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
ENB.PF.C<\/td>\nFixedReset Disc<\/td>\n14,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-16
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 6.96 %<\/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
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\nQuote: 17.60 – 20.33
\nSpot Rate : 2.7300
\nAverage : 1.6273<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-16
\nMaturity Price : 17.60
\nEvaluated at bid price : 17.60
\nBid-YTW : 6.78 %<\/td>\n<\/tr>\n

GWO.PR.Y<\/td>\nInsurance Straight<\/td>\nQuote: 18.80 – 20.25
\nSpot Rate : 1.4500
\nAverage : 0.9386<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-16
\nMaturity Price : 18.80
\nEvaluated at bid price : 18.80
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n

SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 19.25 – 20.75
\nSpot Rate : 1.5000
\nAverage : 1.1194<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-16
\nMaturity Price : 19.25
\nEvaluated at bid price : 19.25
\nBid-YTW : 6.25 %<\/td>\n<\/tr>\n

BN.PF.I<\/td>\nFixedReset Disc<\/td>\nQuote: 24.61 – 25.61
\nSpot Rate : 1.0000
\nAverage : 0.6581<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-16
\nMaturity Price : 23.47
\nEvaluated at bid price : 24.61
\nBid-YTW : 6.61 %<\/td>\n<\/tr>\n

SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 16.80 – 18.60
\nSpot Rate : 1.8000
\nAverage : 1.4758<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-16
\nMaturity Price : 16.80
\nEvaluated at bid price : 16.80
\nBid-YTW : 6.26 %<\/td>\n<\/tr>\n

BN.PR.X<\/td>\nFixedReset Disc<\/td>\nQuote: 17.28 – 24.00
\nSpot Rate : 6.7200
\nAverage : 6.4115<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-16
\nMaturity Price : 17.28
\nEvaluated at bid price : 17.28
\nBid-YTW : 6.74 %<\/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-47837","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47837","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=47837"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47837\/revisions"}],"predecessor-version":[{"id":47838,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47837\/revisions\/47838"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47837"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47837"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47837"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}