{"id":47858,"date":"2025-06-02T01:17:48","date_gmt":"2025-06-02T01:17:48","guid":{"rendered":"https:\/\/prefblog.com\/?p=47858"},"modified":"2025-06-20T01:18:15","modified_gmt":"2025-06-20T01:18:15","slug":"june-2-2025","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47858","title":{"rendered":"June 2, 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>\n0.1691 %<\/td>\n2,184.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1691 %<\/td>\n4,252.6<\/td>\n<\/tr>\n
Floater<\/td>\n7.31 %<\/td>\n7.45 %<\/td>\n76,383<\/td>\n11.91<\/td>\n2<\/td>\n0.1691 %<\/td>\n2,450.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2627 %<\/td>\n3,656.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.78 %<\/td>\n4.01 %<\/td>\n76,411<\/td>\n2.58<\/td>\n8<\/td>\n0.2627 %<\/td>\n4,366.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2627 %<\/td>\n3,407.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4024 %<\/td>\n2,938.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.85 %<\/td>\n6.01 %<\/td>\n48,670<\/td>\n13.87<\/td>\n33<\/td>\n0.4024 %<\/td>\n3,204.3<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.53 %<\/td>\n6.25 %<\/td>\n124,296<\/td>\n12.99<\/td>\n46<\/td>\n0.3313 %<\/td>\n2,878.3<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.78 %<\/td>\n5.88 %<\/td>\n57,294<\/td>\n14.13<\/td>\n20<\/td>\n0.4077 %<\/td>\n3,130.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.66 %<\/td>\n5.71 %<\/td>\n36,490<\/td>\n14.23<\/td>\n3<\/td>\n-0.3201 %<\/td>\n3,625.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.07 %<\/td>\n5.00 %<\/td>\n118,713<\/td>\n3.38<\/td>\n12<\/td>\n0.1128 %<\/td>\n2,613.5<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3313 %<\/td>\n2,942.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.21 %<\/td>\n5.68 %<\/td>\n61,584<\/td>\n14.12<\/td>\n14<\/td>\n0.4808 %<\/td>\n2,959.8<\/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\n\n\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n-3.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-02
\nMaturity Price : 18.82
\nEvaluated at bid price : 18.82
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-3.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-02
\nMaturity Price : 16.49
\nEvaluated at bid price : 16.49
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n
ENB.PR.B<\/td>\nFixedReset Disc<\/td>\n-2.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-02
\nMaturity Price : 18.30
\nEvaluated at bid price : 18.30
\nBid-YTW : 7.20 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\n-1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-02
\nMaturity Price : 20.71
\nEvaluated at bid price : 20.71
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
ENB.PR.A<\/td>\nPerpetual-Discount<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-02
\nMaturity Price : 22.71
\nEvaluated at bid price : 23.00
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
NA.PR.K<\/td>\nFixedReset Prem<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-05-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 27.70
\nBid-YTW : 4.83 %<\/td>\n<\/tr>\n
PVS.PR.K<\/td>\nSplitShare<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.25
\nBid-YTW : 4.18 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-02
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-02
\nMaturity Price : 17.61
\nEvaluated at bid price : 17.61
\nBid-YTW : 6.71 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-02
\nMaturity Price : 21.41
\nEvaluated at bid price : 21.75
\nBid-YTW : 5.36 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-02
\nMaturity Price : 21.38
\nEvaluated at bid price : 21.65
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-02
\nMaturity Price : 20.70
\nEvaluated at bid price : 20.70
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
BN.PF.C<\/td>\nPerpetual-Discount<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-02
\nMaturity Price : 20.25
\nEvaluated at bid price : 20.25
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-02
\nMaturity Price : 20.73
\nEvaluated at bid price : 20.73
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
FFH.PR.J<\/td>\nFloatingReset<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-02
\nMaturity Price : 24.23
\nEvaluated at bid price : 24.52
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
ENB.PR.P<\/td>\nFixedReset Disc<\/td>\n1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-02
\nMaturity Price : 20.40
\nEvaluated at bid price : 20.40
\nBid-YTW : 6.77 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-02
\nMaturity Price : 19.65
\nEvaluated at bid price : 19.65
\nBid-YTW : 5.77 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-02
\nMaturity Price : 17.42
\nEvaluated at bid price : 17.42
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
BN.PF.B<\/td>\nFixedReset Disc<\/td>\n1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-02
\nMaturity Price : 21.91
\nEvaluated at bid price : 22.30
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-02
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 6.41 %<\/td>\n<\/tr>\n
GWO.PR.P<\/td>\nInsurance Straight<\/td>\n1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-02
\nMaturity Price : 22.66
\nEvaluated at bid price : 22.90
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-02
\nMaturity Price : 16.20
\nEvaluated at bid price : 16.20
\nBid-YTW : 6.25 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n2.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-02
\nMaturity Price : 16.95
\nEvaluated at bid price : 16.95
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
ENB.PR.J<\/td>\nFixedReset Disc<\/td>\n2.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-02
\nMaturity Price : 20.60
\nEvaluated at bid price : 20.60
\nBid-YTW : 6.79 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n2.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-02
\nMaturity Price : 23.24
\nEvaluated at bid price : 23.50
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n3.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-02
\nMaturity Price : 21.75
\nEvaluated at bid price : 22.00
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n4.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-02
\nMaturity Price : 20.52
\nEvaluated at bid price : 20.52
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n7.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-02
\nMaturity Price : 19.31
\nEvaluated at bid price : 19.31
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n10.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-02
\nMaturity Price : 20.70
\nEvaluated at bid price : 20.70
\nBid-YTW : 5.44 %<\/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.PF.E<\/td>\nFixedReset Disc<\/td>\n136,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-02
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 6.99 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n134,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-02
\nMaturity Price : 22.86
\nEvaluated at bid price : 24.10
\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n
ENB.PR.N<\/td>\nFixedReset Disc<\/td>\n65,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-02
\nMaturity Price : 22.20
\nEvaluated at bid price : 22.70
\nBid-YTW : 6.37 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n64,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-02
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 6.76 %<\/td>\n<\/tr>\n
FFH.PR.H<\/td>\nFloatingReset<\/td>\n64,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-02
\nMaturity Price : 23.97
\nEvaluated at bid price : 24.38
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n53,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-02
\nMaturity Price : 22.36
\nEvaluated at bid price : 22.80
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
There were 23 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
ENB.PR.N<\/td>\nFixedReset Disc<\/td>\nQuote: 22.70 – 24.76
\nSpot Rate : 2.0600
\nAverage : 1.2377<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-02
\nMaturity Price : 22.20
\nEvaluated at bid price : 22.70
\nBid-YTW : 6.37 %<\/td>\n<\/tr>\n

IFC.PR.E<\/td>\nInsurance Straight<\/td>\nQuote: 22.80 – 24.99
\nSpot Rate : 2.1900
\nAverage : 1.3725<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-02
\nMaturity Price : 22.36
\nEvaluated at bid price : 22.80
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n

GWO.PR.Y<\/td>\nInsurance Straight<\/td>\nQuote: 19.15 – 21.00
\nSpot Rate : 1.8500
\nAverage : 1.3410<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-02
\nMaturity Price : 19.15
\nEvaluated at bid price : 19.15
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n

GWO.PR.I<\/td>\nInsurance Straight<\/td>\nQuote: 18.82 – 19.75
\nSpot Rate : 0.9300
\nAverage : 0.6266<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-02
\nMaturity Price : 18.82
\nEvaluated at bid price : 18.82
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n

SLF.PR.J<\/td>\nFloatingReset<\/td>\nQuote: 16.49 – 17.40
\nSpot Rate : 0.9100
\nAverage : 0.6077<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-02
\nMaturity Price : 16.49
\nEvaluated at bid price : 16.49
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n

CU.PR.E<\/td>\nPerpetual-Discount<\/td>\nQuote: 20.94 – 21.55
\nSpot Rate : 0.6100
\nAverage : 0.3880<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-02
\nMaturity Price : 20.94
\nEvaluated at bid price : 20.94
\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-47858","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47858","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=47858"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47858\/revisions"}],"predecessor-version":[{"id":47859,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47858\/revisions\/47859"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47858"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47858"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47858"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}