Market Action

May 22, 2026

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 -0.1921 % 2,554.0
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.1921 % 4,842.7
Floater 5.62 % 5.85 % 42,231 14.08 3 -0.1921 % 2,790.9
OpRet 0.00 % 0.00 % 0 0.00 0 -0.9978 % 3,628.7
SplitShare 4.80 % 5.06 % 53,151 2.79 5 -0.9978 % 4,333.5
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.9978 % 3,381.1
Perpetual-Premium 5.75 % 3.21 % 63,732 0.08 3 0.0792 % 3,055.0
Perpetual-Discount 5.62 % 5.69 % 52,785 14.30 30 -0.0131 % 3,352.1
FixedReset Disc 5.64 % 6.04 % 99,032 13.61 24 -0.1731 % 3,305.9
Insurance Straight 5.48 % 5.60 % 51,140 14.40 22 -0.3181 % 3,286.9
FloatingReset 0.00 % 0.00 % 0 0.00 0 -0.1731 % 3,932.8
FixedReset Prem 5.98 % 4.45 % 89,346 2.28 24 0.0788 % 2,654.1
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.1731 % 3,379.3
FixedReset Ins Non 5.05 % 5.33 % 80,302 2.14 14 -0.2635 % 3,270.0
Performance Highlights
Issue Index Change Notes
BN.PR.X FixedReset Disc -7.41 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-22
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 6.51 %
MFC.PR.L FixedReset Ins Non -3.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-22
Maturity Price : 23.28
Evaluated at bid price : 24.75
Bid-YTW : 5.66 %
SLF.PR.C Insurance Straight -2.38 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-22
Maturity Price : 21.30
Evaluated at bid price : 21.30
Bid-YTW : 5.31 %
PWF.PF.A Perpetual-Discount -2.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-22
Maturity Price : 19.80
Evaluated at bid price : 19.80
Bid-YTW : 5.75 %
ENB.PR.J FixedReset Disc -1.66 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-22
Maturity Price : 22.86
Evaluated at bid price : 23.70
Bid-YTW : 6.26 %
PWF.PR.S Perpetual-Discount -1.62 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-22
Maturity Price : 21.25
Evaluated at bid price : 21.25
Bid-YTW : 5.71 %
GWO.PR.M Insurance Straight -1.59 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-06-21
Maturity Price : 25.00
Evaluated at bid price : 25.34
Bid-YTW : -0.89 %
GWO.PR.Q Insurance Straight -1.55 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-22
Maturity Price : 22.55
Evaluated at bid price : 22.80
Bid-YTW : 5.73 %
PWF.PR.P FixedReset Disc -1.43 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-22
Maturity Price : 20.75
Evaluated at bid price : 20.75
Bid-YTW : 5.91 %
PVS.PR.L SplitShare -1.39 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-06-30
Maturity Price : 25.00
Evaluated at bid price : 25.50
Bid-YTW : 5.30 %
CCS.PR.C Insurance Straight -1.38 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-22
Maturity Price : 22.55
Evaluated at bid price : 22.80
Bid-YTW : 5.56 %
SLF.PR.D Insurance Straight -1.38 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-22
Maturity Price : 21.51
Evaluated at bid price : 21.51
Bid-YTW : 5.26 %
PVS.PR.K SplitShare -1.19 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2029-05-31
Maturity Price : 25.00
Evaluated at bid price : 24.95
Bid-YTW : 4.88 %
ENB.PR.B FixedReset Disc -1.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-22
Maturity Price : 22.09
Evaluated at bid price : 22.75
Bid-YTW : 6.29 %
PVS.PR.M SplitShare -1.01 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2031-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.40
Bid-YTW : 5.06 %
ENB.PF.A FixedReset Disc -1.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-22
Maturity Price : 22.66
Evaluated at bid price : 23.50
Bid-YTW : 6.31 %
BN.PR.N Perpetual-Discount -1.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-22
Maturity Price : 20.62
Evaluated at bid price : 20.62
Bid-YTW : 5.86 %
BN.PF.D Perpetual-Discount 1.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-22
Maturity Price : 21.38
Evaluated at bid price : 21.38
Bid-YTW : 5.83 %
BN.PR.M Perpetual-Discount 1.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-22
Maturity Price : 20.87
Evaluated at bid price : 20.87
Bid-YTW : 5.79 %
GWO.PR.P Insurance Straight 1.21 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-22
Maturity Price : 24.04
Evaluated at bid price : 24.29
Bid-YTW : 5.64 %
CU.PR.J Perpetual-Discount 1.66 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-22
Maturity Price : 21.40
Evaluated at bid price : 21.40
Bid-YTW : 5.58 %
ENB.PR.F FixedReset Disc 2.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-22
Maturity Price : 23.17
Evaluated at bid price : 23.50
Bid-YTW : 6.21 %
ENB.PF.G FixedReset Disc 3.41 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-22
Maturity Price : 22.68
Evaluated at bid price : 23.67
Bid-YTW : 6.25 %
Volume Highlights
Issue Index Shares
Traded
Notes
PVS.PR.J SplitShare 65,205 YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2028-02-29
Maturity Price : 25.00
Evaluated at bid price : 25.10
Bid-YTW : 4.73 %
ENB.PR.P FixedReset Disc 29,566 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-22
Maturity Price : 23.07
Evaluated at bid price : 24.13
Bid-YTW : 6.06 %
PWF.PR.O Perpetual-Discount 28,980 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-22
Maturity Price : 24.68
Evaluated at bid price : 25.00
Bid-YTW : 5.85 %
IFC.PR.C FixedReset Ins Non 26,200 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-09-30
Maturity Price : 25.00
Evaluated at bid price : 25.25
Bid-YTW : 2.03 %
PWF.PR.A Floater 18,400 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-22
Maturity Price : 14.50
Evaluated at bid price : 14.50
Bid-YTW : 5.41 %
MFC.PR.M FixedReset Ins Non 16,600 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-12-20
Maturity Price : 25.00
Evaluated at bid price : 25.37
Bid-YTW : 5.41 %
There were 7 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
BN.PR.X FixedReset Disc Quote: 20.00 – 21.95
Spot Rate : 1.9500
Average : 1.2489

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-22
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 6.51 %

GWO.PR.T Insurance Straight Quote: 22.60 – 25.00
Spot Rate : 2.4000
Average : 1.8387

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-22
Maturity Price : 22.33
Evaluated at bid price : 22.60
Bid-YTW : 5.78 %

IFC.PR.M Perpetual-Discount Quote: 24.90 – 25.90
Spot Rate : 1.0000
Average : 0.6357

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-22
Maturity Price : 24.50
Evaluated at bid price : 24.90
Bid-YTW : 5.59 %

MFC.PR.L FixedReset Ins Non Quote: 24.75 – 25.75
Spot Rate : 1.0000
Average : 0.6423

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-22
Maturity Price : 23.28
Evaluated at bid price : 24.75
Bid-YTW : 5.66 %

POW.PR.C Perpetual-Premium Quote: 25.20 – 25.90
Spot Rate : 0.7000
Average : 0.4109

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-06-21
Maturity Price : 25.00
Evaluated at bid price : 25.20
Bid-YTW : 3.21 %

PVS.PR.M SplitShare Quote: 25.40 – 25.93
Spot Rate : 0.5300
Average : 0.3073

YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2031-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.40
Bid-YTW : 5.06 %

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