Market Action

May 4, 2026

Holy Smokes! The Canada 5-Year is now yielding 3.28%! Trump’s adventurism is costing a lot of people a lot of money!

HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices

Values are provisional and are finalized monthly
Index Mean
Current
Yield
(at bid)
Median
YTW
Median
Average
Trading
Value
Median
Mod Dur
(YTW)
Issues Day’s Perf. Index Value
Ratchet 0.00 % 0.00 % 0 0.00 0 0.2215 % 2,502.3
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.2215 % 4,744.8
Floater 5.74 % 5.94 % 44,991 13.98 3 0.2215 % 2,734.5
OpRet 0.00 % 0.00 % 0 0.00 0 -0.0316 % 3,649.4
SplitShare 4.77 % 4.84 % 60,791 2.84 5 -0.0316 % 4,358.2
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.0316 % 3,400.5
Perpetual-Premium 5.78 % 5.73 % 56,968 6.64 3 -0.0662 % 3,041.7
Perpetual-Discount 5.65 % 5.72 % 48,994 14.27 30 -0.1750 % 3,333.5
FixedReset Disc 5.68 % 6.07 % 99,121 13.54 24 0.0839 % 3,280.3
Insurance Straight 5.55 % 5.60 % 54,632 14.45 22 -0.3000 % 3,248.6
FloatingReset 0.00 % 0.00 % 0 0.00 0 0.0839 % 3,902.3
FixedReset Prem 5.98 % 4.60 % 95,470 2.33 24 0.0402 % 2,652.5
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.0839 % 3,353.2
FixedReset Ins Non 5.10 % 5.32 % 74,972 3.25 14 -0.1448 % 3,242.0
Performance Highlights
Issue Index Change Notes
MFC.PR.B Insurance Straight -5.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-04
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 5.62 %
POW.PR.G Perpetual-Discount -2.62 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-04
Maturity Price : 23.91
Evaluated at bid price : 24.15
Bid-YTW : 5.85 %
GWO.PR.G Insurance Straight -2.59 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-04
Maturity Price : 22.33
Evaluated at bid price : 22.60
Bid-YTW : 5.82 %
PWF.PR.P FixedReset Disc -2.21 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-04
Maturity Price : 20.75
Evaluated at bid price : 20.75
Bid-YTW : 5.83 %
ENB.PF.G FixedReset Disc -1.60 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-04
Maturity Price : 22.51
Evaluated at bid price : 23.35
Bid-YTW : 6.38 %
POW.PR.D Perpetual-Discount -1.35 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-04
Maturity Price : 21.70
Evaluated at bid price : 21.95
Bid-YTW : 5.74 %
MFC.PR.C Insurance Straight -1.25 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-04
Maturity Price : 21.25
Evaluated at bid price : 21.25
Bid-YTW : 5.37 %
GWO.PR.H Insurance Straight -1.14 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-04
Maturity Price : 21.33
Evaluated at bid price : 21.60
Bid-YTW : 5.67 %
ENB.PR.Y FixedReset Disc 1.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-04
Maturity Price : 22.20
Evaluated at bid price : 22.68
Bid-YTW : 6.26 %
IFC.PR.F Insurance Straight 3.37 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-04
Maturity Price : 23.67
Evaluated at bid price : 23.95
Bid-YTW : 5.59 %
Volume Highlights
Issue Index Shares
Traded
Notes
ENB.PR.T FixedReset Disc 57,600 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-04
Maturity Price : 23.26
Evaluated at bid price : 24.71
Bid-YTW : 6.02 %
BIP.PR.F FixedReset Prem 47,600 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-01-01
Maturity Price : 25.00
Evaluated at bid price : 25.65
Bid-YTW : 5.65 %
BN.PR.T FixedReset Disc 26,100 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-04
Maturity Price : 21.58
Evaluated at bid price : 21.95
Bid-YTW : 6.31 %
POW.PR.G Perpetual-Discount 22,900 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-04
Maturity Price : 23.91
Evaluated at bid price : 24.15
Bid-YTW : 5.85 %
POW.PR.B Perpetual-Discount 19,800 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-04
Maturity Price : 23.32
Evaluated at bid price : 23.60
Bid-YTW : 5.71 %
GWO.PR.L Insurance Straight 16,300 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-04
Maturity Price : 24.64
Evaluated at bid price : 24.89
Bid-YTW : 5.74 %
There were 3 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
See TMX DataLinx: ‘Last’ != ‘Close’ and the posts linked therein for an idea of why these quotes are so horrible.
Issue Index Quote Data and Yield Notes
MFC.PR.B Insurance Straight Quote: 21.00 – 22.30
Spot Rate : 1.3000
Average : 0.9974

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-04
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 5.62 %

POW.PR.G Perpetual-Discount Quote: 24.15 – 24.90
Spot Rate : 0.7500
Average : 0.4566

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-04
Maturity Price : 23.91
Evaluated at bid price : 24.15
Bid-YTW : 5.85 %

NA.PR.K FixedReset Prem Quote: 27.62 – 28.30
Spot Rate : 0.6800
Average : 0.4037

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-05-01
Maturity Price : 25.00
Evaluated at bid price : 27.62
Bid-YTW : 3.96 %

IFC.PR.I Insurance Straight Quote: 22.06 – 24.97
Spot Rate : 2.9100
Average : 2.6730

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-04
Maturity Price : 21.80
Evaluated at bid price : 22.06
Bid-YTW : 6.19 %

MFC.PR.C Insurance Straight Quote: 21.25 – 22.25
Spot Rate : 1.0000
Average : 0.7893

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-04
Maturity Price : 21.25
Evaluated at bid price : 21.25
Bid-YTW : 5.37 %

PWF.PR.R Perpetual-Discount Quote: 23.93 – 24.49
Spot Rate : 0.5600
Average : 0.3583

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-04
Maturity Price : 23.66
Evaluated at bid price : 23.93
Bid-YTW : 5.78 %

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