{"id":47856,"date":"2025-05-30T01:17:01","date_gmt":"2025-05-30T01:17:01","guid":{"rendered":"https:\/\/prefblog.com\/?p=47856"},"modified":"2025-06-20T01:17:23","modified_gmt":"2025-06-20T01:17:23","slug":"may-30-2025","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47856","title":{"rendered":"May 30, 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>\n0.0544 %<\/td>\n2,180.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0544 %<\/td>\n4,245.4<\/td>\n<\/tr>\n
Floater<\/td>\n7.07 %<\/td>\n7.48 %<\/td>\n55,958<\/td>\n11.89<\/td>\n3<\/td>\n0.0544 %<\/td>\n2,446.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0347 %<\/td>\n3,647.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.80 %<\/td>\n4.08 %<\/td>\n79,525<\/td>\n2.58<\/td>\n8<\/td>\n-0.0347 %<\/td>\n4,355.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0347 %<\/td>\n3,398.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1014 %<\/td>\n2,926.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.87 %<\/td>\n5.98 %<\/td>\n49,230<\/td>\n13.87<\/td>\n33<\/td>\n0.1014 %<\/td>\n3,191.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.54 %<\/td>\n6.22 %<\/td>\n124,984<\/td>\n12.88<\/td>\n50<\/td>\n0.1399 %<\/td>\n2,868.8<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.81 %<\/td>\n5.90 %<\/td>\n57,806<\/td>\n13.97<\/td>\n21<\/td>\n-0.7839 %<\/td>\n3,117.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.59 %<\/td>\n5.74 %<\/td>\n36,322<\/td>\n14.19<\/td>\n3<\/td>\n-0.2281 %<\/td>\n3,636.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.36 %<\/td>\n5.05 %<\/td>\n117,433<\/td>\n3.35<\/td>\n8<\/td>\n-0.2431 %<\/td>\n2,610.5<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1399 %<\/td>\n2,932.5<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.23 %<\/td>\n5.76 %<\/td>\n61,437<\/td>\n14.04<\/td>\n14<\/td>\n0.0422 %<\/td>\n2,945.6<\/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
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-8.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-30
\nMaturity Price : 18.72
\nEvaluated at bid price : 18.72
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n-7.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-30
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 6.74 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n-4.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-30
\nMaturity Price : 21.33
\nEvaluated at bid price : 21.60
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n-3.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-30
\nMaturity Price : 22.75
\nEvaluated at bid price : 23.50
\nBid-YTW : 6.41 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n-2.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-30
\nMaturity Price : 19.70
\nEvaluated at bid price : 19.70
\nBid-YTW : 5.65 %<\/td>\n<\/tr>\n
GWO.PR.P<\/td>\nInsurance Straight<\/td>\n-1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-30
\nMaturity Price : 22.55
\nEvaluated at bid price : 22.80
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-30
\nMaturity Price : 22.58
\nEvaluated at bid price : 22.84
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Prem<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-11-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.50
\nBid-YTW : 4.58 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-30
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.40
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-30
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
BN.PF.A<\/td>\nFixedReset Disc<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-30
\nMaturity Price : 22.97
\nEvaluated at bid price : 24.10
\nBid-YTW : 6.32 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-30
\nMaturity Price : 19.62
\nEvaluated at bid price : 19.62
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
ENB.PR.N<\/td>\nFixedReset Disc<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-30
\nMaturity Price : 22.13
\nEvaluated at bid price : 22.60
\nBid-YTW : 6.47 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-30
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-30
\nMaturity Price : 21.42
\nEvaluated at bid price : 21.75
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-30
\nMaturity Price : 21.30
\nEvaluated at bid price : 21.30
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
BN.PF.D<\/td>\nPerpetual-Discount<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-30
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n1.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-30
\nMaturity Price : 23.11
\nEvaluated at bid price : 24.50
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
ENB.PR.F<\/td>\nFixedReset Disc<\/td>\n3.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-30
\nMaturity Price : 19.76
\nEvaluated at bid price : 19.76
\nBid-YTW : 6.94 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n5.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-30
\nMaturity Price : 21.15
\nEvaluated at bid price : 21.15
\nBid-YTW : 6.30 %<\/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>\n107,556<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-30
\nMaturity Price : 18.89
\nEvaluated at bid price : 18.89
\nBid-YTW : 7.06 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n38,800<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.94
\nBid-YTW : 2.85 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n20,239<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-30
\nMaturity Price : 16.61
\nEvaluated at bid price : 16.61
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n16,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-30
\nMaturity Price : 21.56
\nEvaluated at bid price : 21.87
\nBid-YTW : 6.22 %<\/td>\n<\/tr>\n
ENB.PR.T<\/td>\nFixedReset Disc<\/td>\n13,958<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-30
\nMaturity Price : 20.82
\nEvaluated at bid price : 20.82
\nBid-YTW : 6.85 %<\/td>\n<\/tr>\n
FFH.PR.G<\/td>\nFixedReset Disc<\/td>\n13,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-30
\nMaturity Price : 23.43
\nEvaluated at bid price : 24.30
\nBid-YTW : 5.59 %<\/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
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 16.70 – 24.68
\nSpot Rate : 7.9800
\nAverage : 6.6372<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-30
\nMaturity Price : 16.70
\nEvaluated at bid price : 16.70
\nBid-YTW : 6.64 %<\/td>\n<\/tr>\n

BN.PR.N<\/td>\nPerpetual-Discount<\/td>\nQuote: 18.00 – 19.65
\nSpot Rate : 1.6500
\nAverage : 0.9269<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-30
\nMaturity Price : 18.00
\nEvaluated at bid price : 18.00
\nBid-YTW : 6.74 %<\/td>\n<\/tr>\n

SLF.PR.E<\/td>\nInsurance Straight<\/td>\nQuote: 18.72 – 21.20
\nSpot Rate : 2.4800
\nAverage : 1.8179<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-30
\nMaturity Price : 18.72
\nEvaluated at bid price : 18.72
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n

BIP.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 23.50 – 24.96
\nSpot Rate : 1.4600
\nAverage : 0.8913<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-30
\nMaturity Price : 22.75
\nEvaluated at bid price : 23.50
\nBid-YTW : 6.41 %<\/td>\n<\/tr>\n

BN.PF.G<\/td>\nFixedReset Disc<\/td>\nQuote: 21.15 – 23.95
\nSpot Rate : 2.8000
\nAverage : 2.2954<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-30
\nMaturity Price : 21.15
\nEvaluated at bid price : 21.15
\nBid-YTW : 6.88 %<\/td>\n<\/tr>\n

CU.PR.J<\/td>\nPerpetual-Discount<\/td>\nQuote: 20.30 – 21.52
\nSpot Rate : 1.2200
\nAverage : 0.7661<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-30
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 5.89 %<\/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-47856","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47856","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=47856"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47856\/revisions"}],"predecessor-version":[{"id":47857,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47856\/revisions\/47857"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47856"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47856"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47856"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}