{"id":47870,"date":"2025-06-10T01:22:11","date_gmt":"2025-06-10T01:22:11","guid":{"rendered":"https:\/\/prefblog.com\/?p=47870"},"modified":"2025-06-20T01:22:31","modified_gmt":"2025-06-20T01:22:31","slug":"june-10-2025","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47870","title":{"rendered":"June 10, 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>\n-0.6431 %<\/td>\n2,278.6<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.6431 %<\/td>\n4,435.6<\/td>\n<\/tr>\n
Floater<\/td>\n7.01 %<\/td>\n7.17 %<\/td>\n75,325<\/td>\n12.23<\/td>\n2<\/td>\n-0.6431 %<\/td>\n2,556.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0691 %<\/td>\n3,659.8<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.78 %<\/td>\n3.97 %<\/td>\n70,117<\/td>\n2.55<\/td>\n8<\/td>\n-0.0691 %<\/td>\n4,370.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0691 %<\/td>\n3,410.1<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.6302 %<\/td>\n2,957.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.81 %<\/td>\n5.97 %<\/td>\n46,556<\/td>\n13.91<\/td>\n33<\/td>\n0.6302 %<\/td>\n3,224.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.62 %<\/td>\n6.36 %<\/td>\n127,974<\/td>\n12.86<\/td>\n46<\/td>\n-0.0856 %<\/td>\n2,890.6<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.83 %<\/td>\n5.82 %<\/td>\n56,488<\/td>\n14.24<\/td>\n20<\/td>\n-0.2870 %<\/td>\n3,104.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.60 %<\/td>\n5.76 %<\/td>\n45,288<\/td>\n14.27<\/td>\n3<\/td>\n0.0150 %<\/td>\n3,687.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.07 %<\/td>\n5.04 %<\/td>\n127,567<\/td>\n3.32<\/td>\n12<\/td>\n0.1258 %<\/td>\n2,613.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0856 %<\/td>\n2,954.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.19 %<\/td>\n5.85 %<\/td>\n65,480<\/td>\n14.03<\/td>\n14<\/td>\n-0.4103 %<\/td>\n2,972.9<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n-7.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-10
\nMaturity Price : 21.15
\nEvaluated at bid price : 21.15
\nBid-YTW : 6.41 %<\/td>\n<\/tr>\n
ENB.PR.F<\/td>\nFixedReset Disc<\/td>\n-4.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-10
\nMaturity Price : 19.02
\nEvaluated at bid price : 19.02
\nBid-YTW : 7.30 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-3.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-10
\nMaturity Price : 17.05
\nEvaluated at bid price : 17.05
\nBid-YTW : 6.45 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-2.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-10
\nMaturity Price : 16.25
\nEvaluated at bid price : 16.25
\nBid-YTW : 6.45 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n-2.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-10
\nMaturity Price : 22.06
\nEvaluated at bid price : 22.55
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n-2.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-10
\nMaturity Price : 16.95
\nEvaluated at bid price : 16.95
\nBid-YTW : 6.47 %<\/td>\n<\/tr>\n
ENB.PR.J<\/td>\nFixedReset Disc<\/td>\n-1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-10
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 6.97 %<\/td>\n<\/tr>\n
GWO.PR.P<\/td>\nInsurance Straight<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-10
\nMaturity Price : 23.06
\nEvaluated at bid price : 23.32
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-10
\nMaturity Price : 18.80
\nEvaluated at bid price : 18.80
\nBid-YTW : 6.92 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-10
\nMaturity Price : 23.35
\nEvaluated at bid price : 24.80
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Prem<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-11-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.30
\nBid-YTW : 4.99 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-10
\nMaturity Price : 21.52
\nEvaluated at bid price : 21.85
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
PWF.PR.E<\/td>\nPerpetual-Discount<\/td>\n1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-10
\nMaturity Price : 23.15
\nEvaluated at bid price : 23.45
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
BN.PF.B<\/td>\nFixedReset Disc<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-10
\nMaturity Price : 22.05
\nEvaluated at bid price : 22.50
\nBid-YTW : 6.51 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-10
\nMaturity Price : 19.59
\nEvaluated at bid price : 19.59
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n1.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-10
\nMaturity Price : 22.43
\nEvaluated at bid price : 23.10
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\n3.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-10
\nMaturity Price : 22.06
\nEvaluated at bid price : 22.29
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n3.87 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-10
\nMaturity Price : 19.32
\nEvaluated at bid price : 19.32
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n10.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-10
\nMaturity Price : 19.84
\nEvaluated at bid price : 19.84
\nBid-YTW : 6.12 %<\/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.B<\/td>\nFixedReset Disc<\/td>\n121,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-10
\nMaturity Price : 18.30
\nEvaluated at bid price : 18.30
\nBid-YTW : 7.38 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n107,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-10
\nMaturity Price : 17.70
\nEvaluated at bid price : 17.70
\nBid-YTW : 6.86 %<\/td>\n<\/tr>\n
ENB.PF.A<\/td>\nFixedReset Disc<\/td>\n103,648<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-10
\nMaturity Price : 20.36
\nEvaluated at bid price : 20.36
\nBid-YTW : 7.00 %<\/td>\n<\/tr>\n
FFH.PR.I<\/td>\nFixedReset Disc<\/td>\n94,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-10
\nMaturity Price : 23.73
\nEvaluated at bid price : 24.41
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Prem<\/td>\n71,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-11-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.30
\nBid-YTW : 4.99 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n69,908<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-11-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.76
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
There were 10 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.C<\/td>\nFixedReset Disc<\/td>\nQuote: 21.15 – 25.37
\nSpot Rate : 4.2200
\nAverage : 2.5624<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-10
\nMaturity Price : 21.15
\nEvaluated at bid price : 21.15
\nBid-YTW : 6.38 %<\/td>\n<\/tr>\n

IFC.PR.F<\/td>\nInsurance Straight<\/td>\nQuote: 21.15 – 23.87
\nSpot Rate : 2.7200
\nAverage : 1.8284<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-10
\nMaturity Price : 21.15
\nEvaluated at bid price : 21.15
\nBid-YTW : 6.41 %<\/td>\n<\/tr>\n

GWO.PR.Y<\/td>\nInsurance Straight<\/td>\nQuote: 19.47 – 21.00
\nSpot Rate : 1.5300
\nAverage : 0.9992<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-10
\nMaturity Price : 19.47
\nEvaluated at bid price : 19.47
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n

GWO.PR.T<\/td>\nInsurance Straight<\/td>\nQuote: 17.50 – 22.31
\nSpot Rate : 4.8100
\nAverage : 4.3635<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-10
\nMaturity Price : 17.50
\nEvaluated at bid price : 17.50
\nBid-YTW : 7.39 %<\/td>\n<\/tr>\n

MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.55 – 23.79
\nSpot Rate : 1.2400
\nAverage : 0.9258<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-10
\nMaturity Price : 22.06
\nEvaluated at bid price : 22.55
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n

ENB.PR.F<\/td>\nFixedReset Disc<\/td>\nQuote: 19.02 – 20.01
\nSpot Rate : 0.9900
\nAverage : 0.7311<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-10
\nMaturity Price : 19.02
\nEvaluated at bid price : 19.02
\nBid-YTW : 7.30 %<\/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-47870","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47870","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=47870"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47870\/revisions"}],"predecessor-version":[{"id":47871,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47870\/revisions\/47871"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47870"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47870"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47870"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}