Market Action

June 23, 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 5.60 % 5.84 % 22,351 14.67 1 0.6885 % 2,618.5
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.6645 % 4,876.5
Floater 5.58 % 5.66 % 42,897 14.47 3 -0.6645 % 2,810.3
OpRet 0.00 % 0.00 % 0 0.00 0 0.0792 % 3,637.1
SplitShare 4.79 % 4.36 % 53,339 2.74 5 0.0792 % 4,343.4
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.0792 % 3,388.9
Perpetual-Premium 5.71 % 5.69 % 69,536 14.02 7 -0.2951 % 3,055.1
Perpetual-Discount 5.60 % 5.68 % 39,006 14.32 29 -0.1814 % 3,371.8
FixedReset Disc 5.65 % 5.89 % 112,459 13.83 19 0.3869 % 3,294.2
Insurance Straight 5.50 % 5.54 % 45,768 14.62 22 0.2791 % 3,277.4
FloatingReset 4.70 % 4.73 % 18,762 16.05 1 0.0000 % 4,023.4
FixedReset Prem 5.93 % 4.68 % 82,591 2.33 29 0.0656 % 2,650.7
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.3869 % 3,367.4
FixedReset Ins Non 5.33 % 5.31 % 52,185 14.58 14 -0.2272 % 3,202.9
Performance Highlights
Issue Index Change Notes
PWF.PR.S Perpetual-Discount -1.89 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-23
Maturity Price : 21.25
Evaluated at bid price : 21.25
Bid-YTW : 5.75 %
MFC.PR.J FixedReset Ins Non -1.86 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-23
Maturity Price : 23.59
Evaluated at bid price : 24.82
Bid-YTW : 5.77 %
POW.PR.B Perpetual-Discount -1.78 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-23
Maturity Price : 22.93
Evaluated at bid price : 23.21
Bid-YTW : 5.76 %
PWF.PR.A Floater -1.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-23
Maturity Price : 14.30
Evaluated at bid price : 14.30
Bid-YTW : 5.52 %
ENB.PR.A Perpetual-Discount 1.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-23
Maturity Price : 24.83
Evaluated at bid price : 25.05
Bid-YTW : 5.54 %
ENB.PF.A FixedReset Disc 1.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-23
Maturity Price : 22.85
Evaluated at bid price : 23.85
Bid-YTW : 6.02 %
FTS.PR.J Perpetual-Discount 1.16 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-23
Maturity Price : 22.40
Evaluated at bid price : 22.66
Bid-YTW : 5.28 %
BN.PR.R FixedReset Disc 1.29 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-23
Maturity Price : 22.53
Evaluated at bid price : 23.47
Bid-YTW : 5.71 %
IFC.PR.M Perpetual-Premium 1.42 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-23
Maturity Price : 24.60
Evaluated at bid price : 25.00
Bid-YTW : 5.51 %
NA.PR.K FixedReset Prem 1.55 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-05-01
Maturity Price : 25.00
Evaluated at bid price : 28.10
Bid-YTW : 3.49 %
BN.PR.T FixedReset Disc 3.33 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-23
Maturity Price : 22.06
Evaluated at bid price : 22.68
Bid-YTW : 5.85 %
GWO.PR.T Insurance Straight 4.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-23
Maturity Price : 23.14
Evaluated at bid price : 23.40
Bid-YTW : 5.52 %
Volume Highlights
Issue Index Shares
Traded
Notes
FTS.PR.M FixedReset Prem 795,098 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-12-01
Maturity Price : 25.00
Evaluated at bid price : 25.13
Bid-YTW : 5.47 %
GWO.PF.A Perpetual-Discount 252,705 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-23
Maturity Price : 24.58
Evaluated at bid price : 24.97
Bid-YTW : 5.73 %
BN.PR.K Floater 75,619 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-23
Maturity Price : 13.83
Evaluated at bid price : 13.83
Bid-YTW : 5.66 %
POW.PR.I Perpetual-Premium 20,020 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-23
Maturity Price : 24.41
Evaluated at bid price : 24.80
Bid-YTW : 5.69 %
BN.PR.T FixedReset Disc 19,644 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-23
Maturity Price : 22.06
Evaluated at bid price : 22.68
Bid-YTW : 5.85 %
MFC.PR.M FixedReset Ins Non 15,142 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-23
Maturity Price : 23.32
Evaluated at bid price : 25.02
Bid-YTW : 5.40 %
There were 4 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
IFC.PR.E Insurance Straight Quote: 21.57 – 23.85
Spot Rate : 2.2800
Average : 1.8188

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-23
Maturity Price : 21.30
Evaluated at bid price : 21.57
Bid-YTW : 6.05 %

GWO.PR.N FixedReset Ins Non Quote: 19.26 – 20.50
Spot Rate : 1.2400
Average : 0.9587

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-23
Maturity Price : 19.26
Evaluated at bid price : 19.26
Bid-YTW : 5.61 %

GWO.PR.H Insurance Straight Quote: 21.65 – 22.49
Spot Rate : 0.8400
Average : 0.5663

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-23
Maturity Price : 21.38
Evaluated at bid price : 21.65
Bid-YTW : 5.62 %

PWF.PF.A Perpetual-Discount Quote: 20.41 – 21.20
Spot Rate : 0.7900
Average : 0.5287

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-23
Maturity Price : 20.41
Evaluated at bid price : 20.41
Bid-YTW : 5.61 %

POW.PR.B Perpetual-Discount Quote: 23.21 – 23.88
Spot Rate : 0.6700
Average : 0.4413

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-23
Maturity Price : 22.93
Evaluated at bid price : 23.21
Bid-YTW : 5.76 %

MFC.PR.J FixedReset Ins Non Quote: 24.82 – 25.99
Spot Rate : 1.1700
Average : 0.9494

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-23
Maturity Price : 23.59
Evaluated at bid price : 24.82
Bid-YTW : 5.77 %

Leave a Reply