Market Action

June 25, 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 % 20,638 14.66 1 0.0000 % 2,618.5
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.2372 % 4,898.6
Floater 5.56 % 5.66 % 40,858 14.46 3 -0.2372 % 2,823.1
OpRet 0.00 % 0.00 % 0 0.00 0 -0.0872 % 3,631.0
SplitShare 4.80 % 4.77 % 57,328 2.73 5 -0.0872 % 4,336.2
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.0872 % 3,383.3
Perpetual-Premium 5.71 % 5.53 % 67,533 6.60 7 0.1879 % 3,059.8
Perpetual-Discount 5.60 % 5.68 % 40,502 14.33 29 -0.1059 % 3,371.4
FixedReset Disc 5.66 % 5.94 % 111,670 13.79 19 -0.0663 % 3,284.2
Insurance Straight 5.48 % 5.52 % 47,314 14.62 22 0.5379 % 3,288.4
FloatingReset 4.70 % 4.73 % 17,904 16.05 1 0.0000 % 4,023.4
FixedReset Prem 5.93 % 4.68 % 80,331 2.33 29 0.0428 % 2,650.3
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.0663 % 3,357.1
FixedReset Ins Non 5.31 % 5.29 % 51,551 14.57 14 1.4381 % 3,215.5
Performance Highlights
Issue Index Change Notes
GWO.PR.I Insurance Straight -1.67 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-25
Maturity Price : 20.65
Evaluated at bid price : 20.65
Bid-YTW : 5.48 %
BN.PR.R FixedReset Disc -1.66 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-25
Maturity Price : 22.32
Evaluated at bid price : 23.08
Bid-YTW : 5.82 %
PWF.PR.S Perpetual-Discount -1.62 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-25
Maturity Price : 21.25
Evaluated at bid price : 21.25
Bid-YTW : 5.75 %
POW.PR.B Perpetual-Discount -1.61 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-25
Maturity Price : 22.93
Evaluated at bid price : 23.21
Bid-YTW : 5.77 %
PWF.PR.F Perpetual-Discount -1.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-25
Maturity Price : 22.90
Evaluated at bid price : 23.17
Bid-YTW : 5.75 %
FTS.PR.J Perpetual-Discount 1.24 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-25
Maturity Price : 22.55
Evaluated at bid price : 22.80
Bid-YTW : 5.25 %
GWO.PR.T Insurance Straight 3.24 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-25
Maturity Price : 22.96
Evaluated at bid price : 23.23
Bid-YTW : 5.56 %
IFC.PR.A FixedReset Ins Non 3.64 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-25
Maturity Price : 22.41
Evaluated at bid price : 22.80
Bid-YTW : 5.27 %
IFC.PR.E Insurance Straight 9.41 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-25
Maturity Price : 23.32
Evaluated at bid price : 23.60
Bid-YTW : 5.52 %
MFC.PR.K FixedReset Ins Non 18.60 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-25
Maturity Price : 23.70
Evaluated at bid price : 25.50
Bid-YTW : 5.28 %
Volume Highlights
Issue Index Shares
Traded
Notes
GWO.PF.A Perpetual-Discount 153,392 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-25
Maturity Price : 24.60
Evaluated at bid price : 25.00
Bid-YTW : 5.72 %
FTS.PR.M FixedReset Prem 54,675 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-25
Maturity Price : 23.33
Evaluated at bid price : 25.03
Bid-YTW : 5.51 %
ENB.PR.N FixedReset Prem 21,865 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-25
Maturity Price : 23.47
Evaluated at bid price : 24.95
Bid-YTW : 5.90 %
POW.PR.I Perpetual-Premium 11,177 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-25
Maturity Price : 24.45
Evaluated at bid price : 24.85
Bid-YTW : 5.68 %
PVS.PR.K SplitShare 10,640 YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2029-05-31
Maturity Price : 25.00
Evaluated at bid price : 25.06
Bid-YTW : 4.47 %
BN.PR.T FixedReset Disc 10,406 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-25
Maturity Price : 22.09
Evaluated at bid price : 22.73
Bid-YTW : 5.84 %
There were 1 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.R FixedReset Disc Quote: 23.08 – 23.90
Spot Rate : 0.8200
Average : 0.4658

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-25
Maturity Price : 22.32
Evaluated at bid price : 23.08
Bid-YTW : 5.82 %

GWO.PR.N FixedReset Ins Non Quote: 19.00 – 20.50
Spot Rate : 1.5000
Average : 1.3294

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-25
Maturity Price : 19.00
Evaluated at bid price : 19.00
Bid-YTW : 5.69 %

CIU.PR.A Perpetual-Discount Quote: 20.81 – 21.45
Spot Rate : 0.6400
Average : 0.4965

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-25
Maturity Price : 20.81
Evaluated at bid price : 20.81
Bid-YTW : 5.59 %

IFC.PR.M Perpetual-Premium Quote: 24.90 – 25.45
Spot Rate : 0.5500
Average : 0.4122

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-25
Maturity Price : 24.50
Evaluated at bid price : 24.90
Bid-YTW : 5.53 %

POW.PR.B Perpetual-Discount Quote: 23.21 – 23.84
Spot Rate : 0.6300
Average : 0.4923

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-25
Maturity Price : 22.93
Evaluated at bid price : 23.21
Bid-YTW : 5.77 %

GWO.PR.S Insurance Straight Quote: 23.41 – 23.80
Spot Rate : 0.3900
Average : 0.2766

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-25
Maturity Price : 23.15
Evaluated at bid price : 23.41
Bid-YTW : 5.63 %

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