Market Action

June 19, 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 5.61 % 6.00 % 24,172 14.83 1 0.1714 % 2,615.5
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.6869 % 4,952.2
Floater 5.50 % 5.61 % 40,349 14.56 3 0.6869 % 2,854.0
OpRet 0.00 % 0.00 % 0 0.00 0 0.0397 % 3,630.4
SplitShare 4.80 % 4.83 % 52,635 2.74 5 0.0397 % 4,335.5
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.0397 % 3,382.7
Perpetual-Premium 5.69 % 5.73 % 71,636 14.03 7 0.0284 % 3,067.1
Perpetual-Discount 5.59 % 5.67 % 40,136 14.32 28 0.0724 % 3,375.3
FixedReset Disc 5.64 % 5.88 % 118,599 13.87 19 0.1438 % 3,296.8
Insurance Straight 5.49 % 5.51 % 46,176 14.58 22 -0.0079 % 3,283.8
FloatingReset 4.72 % 4.74 % 20,241 16.04 1 0.0000 % 4,023.4
FixedReset Prem 5.93 % 4.66 % 85,576 2.24 29 0.2187 % 2,649.0
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.1438 % 3,370.0
FixedReset Ins Non 5.15 % 5.28 % 68,340 14.64 14 0.2579 % 3,209.0
Performance Highlights
Issue Index Change Notes
CIU.PR.A Perpetual-Discount -1.91 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-19
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 5.67 %
MFC.PR.J FixedReset Ins Non -1.86 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-19
Maturity Price : 23.58
Evaluated at bid price : 24.82
Bid-YTW : 5.74 %
ENB.PR.F FixedReset Disc -1.36 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-19
Maturity Price : 22.86
Evaluated at bid price : 23.20
Bid-YTW : 6.05 %
MFC.PR.C Insurance Straight -1.28 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-19
Maturity Price : 21.28
Evaluated at bid price : 21.55
Bid-YTW : 5.24 %
GWO.PR.T Insurance Straight -1.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-19
Maturity Price : 22.22
Evaluated at bid price : 22.50
Bid-YTW : 5.73 %
MFC.PR.N FixedReset Ins Non 1.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-19
Maturity Price : 23.26
Evaluated at bid price : 24.94
Bid-YTW : 5.27 %
MFC.PR.M FixedReset Ins Non 1.29 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-19
Maturity Price : 23.35
Evaluated at bid price : 25.12
Bid-YTW : 5.36 %
BN.PR.R FixedReset Disc 1.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-19
Maturity Price : 22.50
Evaluated at bid price : 23.41
Bid-YTW : 5.70 %
BN.PF.A FixedReset Prem 1.52 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-09-30
Maturity Price : 25.00
Evaluated at bid price : 25.99
Bid-YTW : 4.83 %
BN.PF.F FixedReset Prem 1.53 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-10-01
Maturity Price : 25.00
Evaluated at bid price : 25.20
Bid-YTW : 5.54 %
ENB.PF.A FixedReset Disc 1.80 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-19
Maturity Price : 22.78
Evaluated at bid price : 23.72
Bid-YTW : 6.03 %
GWO.PR.N FixedReset Ins Non 2.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-19
Maturity Price : 19.40
Evaluated at bid price : 19.40
Bid-YTW : 5.55 %
BN.PR.K Floater 2.65 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-19
Maturity Price : 13.95
Evaluated at bid price : 13.95
Bid-YTW : 5.61 %
Volume Highlights
Issue Index Shares
Traded
Notes
PWF.PR.T FixedReset Prem 72,200 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-19
Maturity Price : 23.48
Evaluated at bid price : 25.09
Bid-YTW : 5.44 %
ENB.PR.Y FixedReset Disc 29,300 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-19
Maturity Price : 22.17
Evaluated at bid price : 22.61
Bid-YTW : 6.02 %
There were 0 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.J FixedReset Ins Non Quote: 24.82 – 25.99
Spot Rate : 1.1700
Average : 0.7160

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-19
Maturity Price : 23.58
Evaluated at bid price : 24.82
Bid-YTW : 5.74 %

CIU.PR.A Perpetual-Discount Quote: 20.50 – 21.13
Spot Rate : 0.6300
Average : 0.3940

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-19
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 5.67 %

PWF.PR.S Perpetual-Discount Quote: 21.25 – 21.93
Spot Rate : 0.6800
Average : 0.5257

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-19
Maturity Price : 21.25
Evaluated at bid price : 21.25
Bid-YTW : 5.74 %

BN.PR.T FixedReset Disc Quote: 22.61 – 23.55
Spot Rate : 0.9400
Average : 0.7904

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-19
Maturity Price : 22.02
Evaluated at bid price : 22.61
Bid-YTW : 5.85 %

MFC.PR.B Insurance Straight Quote: 22.18 – 22.67
Spot Rate : 0.4900
Average : 0.3714

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-19
Maturity Price : 21.94
Evaluated at bid price : 22.18
Bid-YTW : 5.26 %

PWF.PR.T FixedReset Prem Quote: 25.09 – 26.09
Spot Rate : 1.0000
Average : 0.8924

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-19
Maturity Price : 23.48
Evaluated at bid price : 25.09
Bid-YTW : 5.44 %

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