{"id":47876,"date":"2025-06-13T01:25:41","date_gmt":"2025-06-13T01:25:41","guid":{"rendered":"https:\/\/prefblog.com\/?p=47876"},"modified":"2025-06-20T01:26:08","modified_gmt":"2025-06-20T01:26:08","slug":"june-13-2025","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47876","title":{"rendered":"June 13, 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-2.6715 %<\/td>\n2,250.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-2.6715 %<\/td>\n4,380.0<\/td>\n<\/tr>\n
Floater<\/td>\n7.10 %<\/td>\n7.08 %<\/td>\n75,413<\/td>\n12.52<\/td>\n2<\/td>\n-2.6715 %<\/td>\n2,524.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3133 %<\/td>\n3,646.7<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.80 %<\/td>\n4.41 %<\/td>\n70,710<\/td>\n2.54<\/td>\n8<\/td>\n0.3133 %<\/td>\n4,355.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3133 %<\/td>\n3,397.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1085 %<\/td>\n2,958.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.81 %<\/td>\n5.97 %<\/td>\n45,100<\/td>\n13.89<\/td>\n33<\/td>\n0.1085 %<\/td>\n3,226.2<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.65 %<\/td>\n6.26 %<\/td>\n124,972<\/td>\n12.92<\/td>\n46<\/td>\n-0.4685 %<\/td>\n2,877.3<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.77 %<\/td>\n5.87 %<\/td>\n53,001<\/td>\n14.16<\/td>\n20<\/td>\n0.8518 %<\/td>\n3,139.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.65 %<\/td>\n5.68 %<\/td>\n44,742<\/td>\n14.41<\/td>\n3<\/td>\n-0.8126 %<\/td>\n3,654.0<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.09 %<\/td>\n5.32 %<\/td>\n121,631<\/td>\n3.06<\/td>\n12<\/td>\n-0.1483 %<\/td>\n2,606.5<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4685 %<\/td>\n2,941.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.20 %<\/td>\n5.88 %<\/td>\n64,049<\/td>\n14.01<\/td>\n14<\/td>\n0.8854 %<\/td>\n2,965.6<\/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\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-6.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-13
\nMaturity Price : 19.85
\nEvaluated at bid price : 19.85
\nBid-YTW : 6.80 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n-4.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-13
\nMaturity Price : 20.04
\nEvaluated at bid price : 20.04
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n-3.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-13
\nMaturity Price : 17.84
\nEvaluated at bid price : 17.84
\nBid-YTW : 7.20 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n-2.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-13
\nMaturity Price : 20.03
\nEvaluated at bid price : 20.03
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-13
\nMaturity Price : 22.16
\nEvaluated at bid price : 22.65
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
BN.PR.K<\/td>\nFloater<\/td>\n-1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-13
\nMaturity Price : 12.11
\nEvaluated at bid price : 12.11
\nBid-YTW : 7.19 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n-1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-13
\nMaturity Price : 20.77
\nEvaluated at bid price : 20.77
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-13
\nMaturity Price : 17.46
\nEvaluated at bid price : 17.46
\nBid-YTW : 6.30 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-13
\nMaturity Price : 22.23
\nEvaluated at bid price : 22.82
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-13
\nMaturity Price : 17.57
\nEvaluated at bid price : 17.57
\nBid-YTW : 6.79 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-13
\nMaturity Price : 19.24
\nEvaluated at bid price : 19.24
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
BN.PF.I<\/td>\nFixedReset Disc<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 5.28 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-13
\nMaturity Price : 22.95
\nEvaluated at bid price : 23.25
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n
POW.PR.A<\/td>\nPerpetual-Discount<\/td>\n1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-13
\nMaturity Price : 23.68
\nEvaluated at bid price : 23.95
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n1.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-13
\nMaturity Price : 22.96
\nEvaluated at bid price : 23.40
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
PVS.PR.K<\/td>\nSplitShare<\/td>\n2.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.04
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n3.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-13
\nMaturity Price : 17.35
\nEvaluated at bid price : 17.35
\nBid-YTW : 6.49 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n3.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-13
\nMaturity Price : 19.46
\nEvaluated at bid price : 19.46
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n6.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-13
\nMaturity Price : 16.44
\nEvaluated at bid price : 16.44
\nBid-YTW : 6.38 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n6.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-13
\nMaturity Price : 23.40
\nEvaluated at bid price : 24.67
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
BN.PR.M<\/td>\nPerpetual-Discount<\/td>\n7.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-13
\nMaturity Price : 19.65
\nEvaluated at bid price : 19.65
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n23.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-13
\nMaturity Price : 21.55
\nEvaluated at bid price : 21.55
\nBid-YTW : 6.00 %<\/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
BN.PF.F<\/td>\nFixedReset Disc<\/td>\n16,531<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-13
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.72
\nBid-YTW : 6.73 %<\/td>\n<\/tr>\n
ENB.PF.G<\/td>\nFixedReset Disc<\/td>\n14,750<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-13
\nMaturity Price : 20.01
\nEvaluated at bid price : 20.01
\nBid-YTW : 7.07 %<\/td>\n<\/tr>\n
ENB.PR.T<\/td>\nFixedReset Disc<\/td>\n14,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-13
\nMaturity Price : 21.36
\nEvaluated at bid price : 21.36
\nBid-YTW : 6.74 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n13,833<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-13
\nMaturity Price : 23.21
\nEvaluated at bid price : 24.75
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n11,350<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-13
\nMaturity Price : 21.71
\nEvaluated at bid price : 21.96
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n11,300<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-13
\nMaturity Price : 19.65
\nEvaluated at bid price : 19.65
\nBid-YTW : 6.92 %<\/td>\n<\/tr>\n
There were 1 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.PR.R<\/td>\nFixedReset Disc<\/td>\nQuote: 17.84 – 19.50
\nSpot Rate : 1.6600
\nAverage : 1.1158<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-13
\nMaturity Price : 17.84
\nEvaluated at bid price : 17.84
\nBid-YTW : 7.20 %<\/td>\n<\/tr>\n

ENB.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 19.96 – 21.25
\nSpot Rate : 1.2900
\nAverage : 0.7556<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-13
\nMaturity Price : 19.96
\nEvaluated at bid price : 19.96
\nBid-YTW : 7.03 %<\/td>\n<\/tr>\n

PWF.PR.R<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.20 – 24.45
\nSpot Rate : 1.2500
\nAverage : 0.7489<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-13
\nMaturity Price : 22.93
\nEvaluated at bid price : 23.20
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n

CU.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 19.85 – 22.05
\nSpot Rate : 2.2000
\nAverage : 1.7419<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-13
\nMaturity Price : 19.85
\nEvaluated at bid price : 19.85
\nBid-YTW : 6.80 %<\/td>\n<\/tr>\n

GWO.PR.H<\/td>\nInsurance Straight<\/td>\nQuote: 20.04 – 21.05
\nSpot Rate : 1.0100
\nAverage : 0.6125<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-13
\nMaturity Price : 20.04
\nEvaluated at bid price : 20.04
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n

PWF.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 22.65 – 23.69
\nSpot Rate : 1.0400
\nAverage : 0.7155<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-06-13
\nMaturity Price : 22.16
\nEvaluated at bid price : 22.65
\nBid-YTW : 6.03 %<\/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-47876","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47876","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=47876"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47876\/revisions"}],"predecessor-version":[{"id":47877,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47876\/revisions\/47877"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47876"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47876"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47876"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}