Market Action

June 24, 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 % 5.85 % 21,478 14.66 1 0.0000 % 2,618.5
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.6928 % 4,910.3
Floater 5.54 % 5.64 % 41,484 14.50 3 0.6928 % 2,829.8
OpRet 0.00 % 0.00 % 0 0.00 0 -0.0792 % 3,634.2
SplitShare 4.79 % 4.45 % 53,223 2.73 5 -0.0792 % 4,340.0
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.0792 % 3,386.2
Perpetual-Premium 5.72 % 5.69 % 66,783 14.03 7 -0.0342 % 3,054.1
Perpetual-Discount 5.59 % 5.67 % 39,823 14.39 29 0.0954 % 3,375.0
FixedReset Disc 5.66 % 5.92 % 111,435 13.81 19 -0.2372 % 3,286.4
Insurance Straight 5.51 % 5.55 % 47,448 14.58 22 -0.2008 % 3,270.8
FloatingReset 4.70 % 4.73 % 18,025 16.05 1 0.0000 % 4,023.4
FixedReset Prem 5.93 % 4.68 % 83,542 2.33 29 -0.0589 % 2,649.2
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.2372 % 3,359.4
FixedReset Ins Non 5.39 % 5.35 % 51,703 14.58 14 -1.0308 % 3,169.9
Performance Highlights
Issue Index Change Notes
MFC.PR.K FixedReset Ins Non -15.42 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-24
Maturity Price : 21.50
Evaluated at bid price : 21.50
Bid-YTW : 6.41 %
GWO.PR.T Insurance Straight -3.85 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-24
Maturity Price : 22.22
Evaluated at bid price : 22.50
Bid-YTW : 5.74 %
POW.PR.D Perpetual-Discount -1.62 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-24
Maturity Price : 22.17
Evaluated at bid price : 22.45
Bid-YTW : 5.57 %
PWF.PR.A Floater 1.26 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-24
Maturity Price : 14.48
Evaluated at bid price : 14.48
Bid-YTW : 5.45 %
POW.PR.B Perpetual-Discount 1.64 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-24
Maturity Price : 23.31
Evaluated at bid price : 23.59
Bid-YTW : 5.67 %
PWF.PR.S Perpetual-Discount 1.65 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-24
Maturity Price : 21.33
Evaluated at bid price : 21.60
Bid-YTW : 5.64 %
MFC.PR.J FixedReset Ins Non 2.18 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-03-19
Maturity Price : 25.00
Evaluated at bid price : 25.36
Bid-YTW : 5.37 %
Volume Highlights
Issue Index Shares
Traded
Notes
BN.PF.E FixedReset Disc 65,800 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-24
Maturity Price : 22.91
Evaluated at bid price : 24.06
Bid-YTW : 5.71 %
GWO.PF.A Perpetual-Discount 64,762 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-24
Maturity Price : 24.56
Evaluated at bid price : 24.95
Bid-YTW : 5.73 %
BN.PR.T FixedReset Disc 48,300 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-24
Maturity Price : 22.08
Evaluated at bid price : 22.71
Bid-YTW : 5.85 %
PWF.PR.R Perpetual-Discount 39,340 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-24
Maturity Price : 24.19
Evaluated at bid price : 24.45
Bid-YTW : 5.71 %
GWO.PR.R Insurance Straight 31,295 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-24
Maturity Price : 21.40
Evaluated at bid price : 21.40
Bid-YTW : 5.64 %
FTS.PR.M FixedReset Prem 26,850 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-12-01
Maturity Price : 25.00
Evaluated at bid price : 25.13
Bid-YTW : 5.47 %
There were 8 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.K FixedReset Ins Non Quote: 21.50 – 25.60
Spot Rate : 4.1000
Average : 2.2366

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-24
Maturity Price : 21.50
Evaluated at bid price : 21.50
Bid-YTW : 6.41 %

GWO.PR.T Insurance Straight Quote: 22.50 – 23.75
Spot Rate : 1.2500
Average : 0.9440

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-24
Maturity Price : 22.22
Evaluated at bid price : 22.50
Bid-YTW : 5.74 %

IFC.PR.E Insurance Straight Quote: 21.57 – 23.88
Spot Rate : 2.3100
Average : 2.0757

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-24
Maturity Price : 21.30
Evaluated at bid price : 21.57
Bid-YTW : 6.05 %

PWF.PR.T FixedReset Prem Quote: 25.12 – 26.12
Spot Rate : 1.0000
Average : 0.8237

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-24
Maturity Price : 23.49
Evaluated at bid price : 25.12
Bid-YTW : 5.45 %

GWO.PR.N FixedReset Ins Non Quote: 19.19 – 20.50
Spot Rate : 1.3100
Average : 1.1425

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-24
Maturity Price : 19.19
Evaluated at bid price : 19.19
Bid-YTW : 5.64 %

BIP.PR.E FixedReset Prem Quote: 25.95 – 26.50
Spot Rate : 0.5500
Average : 0.3970

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.95
Bid-YTW : 4.35 %

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