Market Action

May 29, 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 -0.4942 % 2,597.6
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.4942 % 4,925.4
Floater 5.53 % 5.79 % 39,533 14.16 3 -0.4942 % 2,838.5
OpRet 0.00 % 0.00 % 0 0.00 0 -0.0238 % 3,635.3
SplitShare 4.79 % 4.42 % 49,939 2.80 5 -0.0238 % 4,341.4
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.0238 % 3,387.3
Perpetual-Premium 5.73 % -2.69 % 63,444 0.08 3 0.0394 % 3,065.0
Perpetual-Discount 5.61 % 5.68 % 50,960 14.33 30 0.0029 % 3,357.4
FixedReset Disc 5.60 % 5.77 % 92,994 13.91 24 0.3225 % 3,329.2
Insurance Straight 5.46 % 5.56 % 49,439 14.46 22 0.2889 % 3,302.5
FloatingReset 0.00 % 0.00 % 0 0.00 0 0.3225 % 3,960.4
FixedReset Prem 5.98 % 4.55 % 83,709 2.30 24 -0.0804 % 2,651.6
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.3225 % 3,403.1
FixedReset Ins Non 5.08 % 5.23 % 80,434 3.45 14 -0.5749 % 3,253.3
Performance Highlights
Issue Index Change Notes
GWO.PR.I Insurance Straight -1.67 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-29
Maturity Price : 20.60
Evaluated at bid price : 20.60
Bid-YTW : 5.56 %
PWF.PF.A Perpetual-Discount -1.49 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-29
Maturity Price : 19.80
Evaluated at bid price : 19.80
Bid-YTW : 5.75 %
ENB.PR.D FixedReset Disc -1.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-29
Maturity Price : 22.54
Evaluated at bid price : 22.90
Bid-YTW : 6.00 %
CU.PR.D Perpetual-Discount -1.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-29
Maturity Price : 21.76
Evaluated at bid price : 22.01
Bid-YTW : 5.59 %
SLF.PR.G FixedReset Ins Non -1.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-29
Maturity Price : 20.98
Evaluated at bid price : 20.98
Bid-YTW : 5.32 %
CU.PR.H Perpetual-Discount 1.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-29
Maturity Price : 23.58
Evaluated at bid price : 23.85
Bid-YTW : 5.52 %
NA.PR.K FixedReset Prem 1.19 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-05-01
Maturity Price : 25.00
Evaluated at bid price : 28.00
Bid-YTW : 3.54 %
MFC.PR.J FixedReset Ins Non 1.47 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-03-19
Maturity Price : 25.00
Evaluated at bid price : 25.50
Bid-YTW : 4.82 %
MFC.PR.C Insurance Straight 1.54 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-29
Maturity Price : 21.50
Evaluated at bid price : 21.50
Bid-YTW : 5.25 %
GWO.PR.H Insurance Straight 1.61 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-29
Maturity Price : 21.86
Evaluated at bid price : 22.10
Bid-YTW : 5.57 %
ENB.PR.B FixedReset Disc 2.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-29
Maturity Price : 22.68
Evaluated at bid price : 23.21
Bid-YTW : 5.93 %
MFC.PR.B Insurance Straight 2.18 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-29
Maturity Price : 21.97
Evaluated at bid price : 22.20
Bid-YTW : 5.24 %
ENB.PR.J FixedReset Disc 2.53 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-29
Maturity Price : 23.15
Evaluated at bid price : 24.30
Bid-YTW : 5.89 %
ENB.PF.C FixedReset Disc 2.87 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-29
Maturity Price : 22.72
Evaluated at bid price : 23.66
Bid-YTW : 6.01 %
SLF.PR.C Insurance Straight 3.14 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-29
Maturity Price : 21.42
Evaluated at bid price : 21.68
Bid-YTW : 5.12 %
Volume Highlights
Issue Index Shares
Traded
Notes
GWO.PR.Z Insurance Straight 61,950 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2034-09-30
Maturity Price : 25.00
Evaluated at bid price : 25.27
Bid-YTW : 5.72 %
TD.PF.A FixedReset Prem 44,755 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-10-31
Maturity Price : 25.00
Evaluated at bid price : 25.53
Bid-YTW : 4.44 %
NA.PR.I FixedReset Prem 31,010 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-05-01
Maturity Price : 25.00
Evaluated at bid price : 26.45
Bid-YTW : 4.81 %
POW.PR.H Perpetual-Premium 24,700 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2034-10-15
Maturity Price : 25.00
Evaluated at bid price : 25.35
Bid-YTW : 5.68 %
ENB.PR.J FixedReset Disc 14,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-29
Maturity Price : 23.15
Evaluated at bid price : 24.30
Bid-YTW : 5.89 %
PWF.PR.P FixedReset Disc 13,400 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-29
Maturity Price : 20.92
Evaluated at bid price : 20.92
Bid-YTW : 5.67 %
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
BN.PR.T FixedReset Disc Quote: 22.20 – 23.50
Spot Rate : 1.3000
Average : 1.0479

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-29
Maturity Price : 21.75
Evaluated at bid price : 22.20
Bid-YTW : 6.08 %

PWF.PR.T FixedReset Disc Quote: 25.14 – 26.14
Spot Rate : 1.0000
Average : 0.7562

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-29
Maturity Price : 23.49
Evaluated at bid price : 25.14
Bid-YTW : 5.45 %

GWO.PR.I Insurance Straight Quote: 20.60 – 21.34
Spot Rate : 0.7400
Average : 0.5219

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-29
Maturity Price : 20.60
Evaluated at bid price : 20.60
Bid-YTW : 5.56 %

IFC.PR.G FixedReset Ins Non Quote: 25.41 – 26.14
Spot Rate : 0.7300
Average : 0.5282

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-29
Maturity Price : 23.70
Evaluated at bid price : 25.41
Bid-YTW : 5.64 %

ENB.PF.G FixedReset Disc Quote: 23.80 – 24.36
Spot Rate : 0.5600
Average : 0.3901

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-29
Maturity Price : 22.74
Evaluated at bid price : 23.80
Bid-YTW : 6.03 %

ENB.PR.H FixedReset Disc Quote: 24.35 – 24.85
Spot Rate : 0.5000
Average : 0.3425

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-05-29
Maturity Price : 23.26
Evaluated at bid price : 24.35
Bid-YTW : 5.48 %

Leave a Reply