{"id":47864,"date":"2025-06-05T01:19:59","date_gmt":"2025-06-05T01:19:59","guid":{"rendered":"https:\/\/prefblog.com\/?p=47864"},"modified":"2025-06-20T01:20:23","modified_gmt":"2025-06-20T01:20:23","slug":"june-5-2025","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47864","title":{"rendered":"June 5, 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>\n1.3367 %<\/td>\n2,236.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.3367 %<\/td>\n4,353.1<\/td>\n<\/tr>\n
Floater<\/td>\n7.14 %<\/td>\n7.24 %<\/td>\n61,370<\/td>\n12.16<\/td>\n2<\/td>\n1.3367 %<\/td>\n2,508.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0643 %<\/td>\n3,656.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.78 %<\/td>\n3.96 %<\/td>\n68,118<\/td>\n2.57<\/td>\n8<\/td>\n0.0643 %<\/td>\n4,366.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0643 %<\/td>\n3,406.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0978 %<\/td>\n2,952.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.82 %<\/td>\n5.98 %<\/td>\n50,042<\/td>\n13.89<\/td>\n33<\/td>\n0.0978 %<\/td>\n3,219.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.61 %<\/td>\n6.19 %<\/td>\n130,565<\/td>\n13.06<\/td>\n46<\/td>\n0.1397 %<\/td>\n2,895.4<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.75 %<\/td>\n5.85 %<\/td>\n56,624<\/td>\n14.21<\/td>\n20<\/td>\n-0.0277 %<\/td>\n3,146.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.55 %<\/td>\n5.73 %<\/td>\n45,816<\/td>\n14.36<\/td>\n3<\/td>\n0.1352 %<\/td>\n3,694.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.06 %<\/td>\n5.02 %<\/td>\n123,941<\/td>\n3.33<\/td>\n12<\/td>\n0.1030 %<\/td>\n2,616.0<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1397 %<\/td>\n2,959.6<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.15 %<\/td>\n5.61 %<\/td>\n62,963<\/td>\n14.28<\/td>\n14<\/td>\n0.5039 %<\/td>\n2,996.3<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
ENB.PR.F<\/td>\nFixedReset Disc<\/td>\n-4.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-05
\nMaturity Price : 19.02
\nEvaluated at bid price : 19.02
\nBid-YTW : 7.14 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n-4.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-05
\nMaturity Price : 21.33
\nEvaluated at bid price : 21.60
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n-2.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-05
\nMaturity Price : 20.02
\nEvaluated at bid price : 20.02
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
BN.PF.D<\/td>\nPerpetual-Discount<\/td>\n-2.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-05
\nMaturity Price : 19.90
\nEvaluated at bid price : 19.90
\nBid-YTW : 6.29 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-2.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-05
\nMaturity Price : 21.15
\nEvaluated at bid price : 21.15
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n-2.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-05
\nMaturity Price : 22.66
\nEvaluated at bid price : 23.00
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
ENB.PF.K<\/td>\nFixedReset Disc<\/td>\n-1.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-05
\nMaturity Price : 22.89
\nEvaluated at bid price : 23.75
\nBid-YTW : 6.37 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n-1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-05
\nMaturity Price : 21.49
\nEvaluated at bid price : 21.49
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n-1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-05
\nMaturity Price : 20.71
\nEvaluated at bid price : 20.71
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-05
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Prem<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.12
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-05
\nMaturity Price : 23.25
\nEvaluated at bid price : 24.75
\nBid-YTW : 5.30 %<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nInsurance Straight<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-05
\nMaturity Price : 24.21
\nEvaluated at bid price : 24.50
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
ENB.PF.C<\/td>\nFixedReset Disc<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-05
\nMaturity Price : 20.01
\nEvaluated at bid price : 20.01
\nBid-YTW : 6.90 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-05
\nMaturity Price : 17.74
\nEvaluated at bid price : 17.74
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n
BN.PR.K<\/td>\nFloater<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-05
\nMaturity Price : 12.25
\nEvaluated at bid price : 12.25
\nBid-YTW : 7.24 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-05
\nMaturity Price : 17.84
\nEvaluated at bid price : 17.84
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-05
\nMaturity Price : 21.81
\nEvaluated at bid price : 22.05
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-05
\nMaturity Price : 12.01
\nEvaluated at bid price : 12.01
\nBid-YTW : 7.39 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-05
\nMaturity Price : 17.97
\nEvaluated at bid price : 17.97
\nBid-YTW : 6.58 %<\/td>\n<\/tr>\n
BN.PR.M<\/td>\nPerpetual-Discount<\/td>\n1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-05
\nMaturity Price : 20.01
\nEvaluated at bid price : 20.01
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-05
\nMaturity Price : 23.41
\nEvaluated at bid price : 24.97
\nBid-YTW : 5.51 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-05
\nMaturity Price : 17.51
\nEvaluated at bid price : 17.51
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
GWO.PR.P<\/td>\nInsurance Straight<\/td>\n1.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-05
\nMaturity Price : 23.09
\nEvaluated at bid price : 23.35
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n2.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-05
\nMaturity Price : 16.55
\nEvaluated at bid price : 16.55
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n5.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-05
\nMaturity Price : 17.70
\nEvaluated at bid price : 17.70
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n6.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-05
\nMaturity Price : 23.41
\nEvaluated at bid price : 25.00
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n9.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-05
\nMaturity Price : 19.85
\nEvaluated at bid price : 19.85
\nBid-YTW : 6.11 %<\/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.C<\/td>\nFixedReset Disc<\/td>\n107,220<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-05
\nMaturity Price : 20.01
\nEvaluated at bid price : 20.01
\nBid-YTW : 6.90 %<\/td>\n<\/tr>\n
BN.PF.I<\/td>\nFixedReset Disc<\/td>\n100,500<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.16
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
ENB.PF.G<\/td>\nFixedReset Disc<\/td>\n81,601<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-05
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 6.89 %<\/td>\n<\/tr>\n
ENB.PR.P<\/td>\nFixedReset Disc<\/td>\n54,146<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-05
\nMaturity Price : 20.39
\nEvaluated at bid price : 20.39
\nBid-YTW : 6.78 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n51,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-05
\nMaturity Price : 21.10
\nEvaluated at bid price : 21.10
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n47,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-05
\nMaturity Price : 21.15
\nEvaluated at bid price : 21.15
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n
There were 15 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.PF.G<\/td>\nFixedReset Disc<\/td>\nQuote: 21.43 – 23.95
\nSpot Rate : 2.5200
\nAverage : 1.4773<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-05
\nMaturity Price : 21.43
\nEvaluated at bid price : 21.43
\nBid-YTW : 6.71 %<\/td>\n<\/tr>\n

PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\nQuote: 20.33 – 21.75
\nSpot Rate : 1.4200
\nAverage : 0.8401<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-05
\nMaturity Price : 20.33
\nEvaluated at bid price : 20.33
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n

CU.PR.H<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.95 – 24.11
\nSpot Rate : 1.1600
\nAverage : 0.7176<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-05
\nMaturity Price : 22.71
\nEvaluated at bid price : 22.95
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n

GWO.PR.L<\/td>\nInsurance Straight<\/td>\nQuote: 23.80 – 25.00
\nSpot Rate : 1.2000
\nAverage : 0.7864<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-05
\nMaturity Price : 23.53
\nEvaluated at bid price : 23.80
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n

ENB.PR.F<\/td>\nFixedReset Disc<\/td>\nQuote: 19.02 – 20.01
\nSpot Rate : 0.9900
\nAverage : 0.5969<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-05
\nMaturity Price : 19.02
\nEvaluated at bid price : 19.02
\nBid-YTW : 7.14 %<\/td>\n<\/tr>\n

GWO.PR.S<\/td>\nInsurance Straight<\/td>\nQuote: 21.60 – 22.90
\nSpot Rate : 1.3000
\nAverage : 0.9518<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-05
\nMaturity Price : 21.33
\nEvaluated at bid price : 21.60
\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-47864","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47864","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=47864"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47864\/revisions"}],"predecessor-version":[{"id":47865,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47864\/revisions\/47865"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47864"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47864"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47864"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}