{"id":47854,"date":"2025-05-29T01:16:08","date_gmt":"2025-05-29T01:16:08","guid":{"rendered":"https:\/\/prefblog.com\/?p=47854"},"modified":"2025-06-20T01:16:33","modified_gmt":"2025-06-20T01:16:33","slug":"may-29-2025","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47854","title":{"rendered":"May 29, 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>\n0.2729 %<\/td>\n2,179.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2729 %<\/td>\n4,243.1<\/td>\n<\/tr>\n
Floater<\/td>\n7.07 %<\/td>\n7.49 %<\/td>\n56,485<\/td>\n11.88<\/td>\n3<\/td>\n0.2729 %<\/td>\n2,445.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0149 %<\/td>\n3,648.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.79 %<\/td>\n4.07 %<\/td>\n82,770<\/td>\n2.59<\/td>\n8<\/td>\n-0.0149 %<\/td>\n4,356.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0149 %<\/td>\n3,399.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1795 %<\/td>\n2,923.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.88 %<\/td>\n6.02 %<\/td>\n48,885<\/td>\n13.86<\/td>\n33<\/td>\n0.1795 %<\/td>\n3,188.3<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.55 %<\/td>\n6.24 %<\/td>\n125,883<\/td>\n12.81<\/td>\n50<\/td>\n0.1392 %<\/td>\n2,864.8<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.76 %<\/td>\n5.88 %<\/td>\n58,015<\/td>\n13.96<\/td>\n21<\/td>\n1.1887 %<\/td>\n3,142.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.58 %<\/td>\n5.69 %<\/td>\n36,858<\/td>\n14.27<\/td>\n3<\/td>\n-0.4542 %<\/td>\n3,645.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.34 %<\/td>\n4.99 %<\/td>\n116,568<\/td>\n3.35<\/td>\n8<\/td>\n0.4741 %<\/td>\n2,616.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1392 %<\/td>\n2,928.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.24 %<\/td>\n5.76 %<\/td>\n62,016<\/td>\n14.06<\/td>\n14<\/td>\n0.1530 %<\/td>\n2,944.4<\/td>\n<\/tr>\n<\/table>\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-2.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-29
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 6.67 %<\/td>\n<\/tr>\n
ENB.PR.F<\/td>\nFixedReset Disc<\/td>\n-2.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-29
\nMaturity Price : 19.01
\nEvaluated at bid price : 19.01
\nBid-YTW : 7.22 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-2.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-29
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-29
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 5.59 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Prem<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-11-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.80
\nBid-YTW : 4.07 %<\/td>\n<\/tr>\n
ENB.PR.D<\/td>\nFixedReset Disc<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-29
\nMaturity Price : 19.20
\nEvaluated at bid price : 19.20
\nBid-YTW : 6.96 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-29
\nMaturity Price : 20.40
\nEvaluated at bid price : 20.40
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-29
\nMaturity Price : 23.09
\nEvaluated at bid price : 24.46
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n
ENB.PR.J<\/td>\nFixedReset Disc<\/td>\n1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-29
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 7.00 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nInsurance Straight<\/td>\n1.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-29
\nMaturity Price : 20.57
\nEvaluated at bid price : 20.57
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n2.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-29
\nMaturity Price : 20.83
\nEvaluated at bid price : 20.83
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n3.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-29
\nMaturity Price : 20.13
\nEvaluated at bid price : 20.13
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n5.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-29
\nMaturity Price : 22.74
\nEvaluated at bid price : 23.10
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n10.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-29
\nMaturity Price : 20.52
\nEvaluated at bid price : 20.52
\nBid-YTW : 5.49 %<\/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.PR.Y<\/td>\nFixedReset Disc<\/td>\n184,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-29
\nMaturity Price : 18.90
\nEvaluated at bid price : 18.90
\nBid-YTW : 7.05 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n136,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-29
\nMaturity Price : 22.73
\nEvaluated at bid price : 23.81
\nBid-YTW : 5.36 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Disc<\/td>\n123,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-29
\nMaturity Price : 21.58
\nEvaluated at bid price : 21.88
\nBid-YTW : 6.74 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n81,009<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-29
\nMaturity Price : 16.75
\nEvaluated at bid price : 16.75
\nBid-YTW : 6.62 %<\/td>\n<\/tr>\n
ENB.PF.C<\/td>\nFixedReset Disc<\/td>\n79,795<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-29
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 7.03 %<\/td>\n<\/tr>\n
RY.PR.N<\/td>\nPerpetual-Discount<\/td>\n64,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-29
\nMaturity Price : 24.15
\nEvaluated at bid price : 24.40
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n
There were 19 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
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 16.75 – 24.68
\nSpot Rate : 7.9300
\nAverage : 5.1650<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-29
\nMaturity Price : 16.75
\nEvaluated at bid price : 16.75
\nBid-YTW : 6.62 %<\/td>\n<\/tr>\n

BN.PF.G<\/td>\nFixedReset Disc<\/td>\nQuote: 21.10 – 23.95
\nSpot Rate : 2.8500
\nAverage : 1.7420<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-29
\nMaturity Price : 21.10
\nEvaluated at bid price : 21.10
\nBid-YTW : 6.90 %<\/td>\n<\/tr>\n

ENB.PR.F<\/td>\nFixedReset Disc<\/td>\nQuote: 19.01 – 19.98
\nSpot Rate : 0.9700
\nAverage : 0.6264<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-29
\nMaturity Price : 19.01
\nEvaluated at bid price : 19.01
\nBid-YTW : 7.22 %<\/td>\n<\/tr>\n

CU.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.35 – 23.88
\nSpot Rate : 4.5300
\nAverage : 4.2324<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-29
\nMaturity Price : 19.35
\nEvaluated at bid price : 19.35
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n

GWO.PR.I<\/td>\nInsurance Straight<\/td>\nQuote: 19.80 – 20.49
\nSpot Rate : 0.6900
\nAverage : 0.4299<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-29
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n

SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 17.22 – 18.30
\nSpot Rate : 1.0800
\nAverage : 0.8490<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-29
\nMaturity Price : 17.22
\nEvaluated at bid price : 17.22
\nBid-YTW : 6.28 %<\/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-47854","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47854","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=47854"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47854\/revisions"}],"predecessor-version":[{"id":47855,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47854\/revisions\/47855"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47854"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47854"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47854"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}