Market Action

June 26, 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 % 6.01 % 21,541 14.80 1 -0.2849 % 2,611.0
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.4518 % 4,920.7
Floater 5.53 % 5.64 % 40,387 14.50 3 0.4518 % 2,835.9
OpRet 0.00 % 0.00 % 0 0.00 0 -0.0714 % 3,628.4
SplitShare 4.80 % 4.85 % 58,331 2.73 5 -0.0714 % 4,333.1
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.0714 % 3,380.9
Perpetual-Premium 5.70 % 5.62 % 64,863 14.04 7 0.0398 % 3,061.0
Perpetual-Discount 5.59 % 5.68 % 40,616 14.37 29 0.1393 % 3,376.1
FixedReset Disc 5.66 % 5.94 % 110,880 13.79 19 0.0640 % 3,286.3
Insurance Straight 5.49 % 5.53 % 46,827 14.62 22 -0.1387 % 3,283.9
FloatingReset 4.76 % 4.78 % 18,089 15.94 1 -1.1729 % 3,976.3
FixedReset Prem 5.92 % 4.83 % 78,176 2.22 29 0.0736 % 2,652.3
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.0640 % 3,359.3
FixedReset Ins Non 5.33 % 5.31 % 50,675 14.57 14 -0.3015 % 3,205.8
Performance Highlights
Issue Index Change Notes
IFC.PR.A FixedReset Ins Non -3.51 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-26
Maturity Price : 21.60
Evaluated at bid price : 22.00
Bid-YTW : 5.47 %
GWO.PR.T Insurance Straight -3.14 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-26
Maturity Price : 22.22
Evaluated at bid price : 22.50
Bid-YTW : 5.74 %
GWO.PR.M Insurance Straight -1.21 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-07-26
Maturity Price : 25.00
Evaluated at bid price : 25.40
Bid-YTW : -13.81 %
SLF.PR.J FloatingReset -1.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-26
Maturity Price : 19.38
Evaluated at bid price : 19.38
Bid-YTW : 4.78 %
SLF.PR.G FixedReset Ins Non -1.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-26
Maturity Price : 20.59
Evaluated at bid price : 20.59
Bid-YTW : 5.41 %
GWO.PR.N FixedReset Ins Non 1.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-26
Maturity Price : 19.19
Evaluated at bid price : 19.19
Bid-YTW : 5.64 %
PWF.PR.F Perpetual-Discount 1.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-26
Maturity Price : 23.15
Evaluated at bid price : 23.41
Bid-YTW : 5.69 %
BN.PF.F FixedReset Prem 1.11 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-10-01
Maturity Price : 25.00
Evaluated at bid price : 25.58
Bid-YTW : 5.06 %
BN.PR.B Floater 1.24 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-26
Maturity Price : 13.90
Evaluated at bid price : 13.90
Bid-YTW : 5.64 %
POW.PR.B Perpetual-Discount 1.90 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-26
Maturity Price : 23.36
Evaluated at bid price : 23.65
Bid-YTW : 5.66 %
Volume Highlights
Issue Index Shares
Traded
Notes
GWO.PF.A Perpetual-Discount 65,300 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-26
Maturity Price : 24.61
Evaluated at bid price : 25.01
Bid-YTW : 5.72 %
ENB.PR.J FixedReset Disc 58,350 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-26
Maturity Price : 23.00
Evaluated at bid price : 23.94
Bid-YTW : 5.99 %
PVS.PR.J SplitShare 20,380 YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2028-02-29
Maturity Price : 25.00
Evaluated at bid price : 24.99
Bid-YTW : 4.59 %
PVS.PR.M SplitShare 17,100 YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2031-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.32
Bid-YTW : 4.94 %
ENB.PR.Y FixedReset Disc 14,400 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-26
Maturity Price : 22.14
Evaluated at bid price : 22.56
Bid-YTW : 6.06 %
TD.PF.I FixedReset Prem 14,100 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-10-31
Maturity Price : 25.00
Evaluated at bid price : 26.00
Bid-YTW : 3.99 %
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
POW.PR.H Perpetual-Premium Quote: 25.20 – 26.20
Spot Rate : 1.0000
Average : 0.5880

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2034-10-15
Maturity Price : 25.00
Evaluated at bid price : 25.20
Bid-YTW : 5.62 %

BN.PF.F FixedReset Prem Quote: 25.58 – 26.58
Spot Rate : 1.0000
Average : 0.6548

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-10-01
Maturity Price : 25.00
Evaluated at bid price : 25.58
Bid-YTW : 5.06 %

ENB.PR.J FixedReset Disc Quote: 23.94 – 24.45
Spot Rate : 0.5100
Average : 0.3380

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-26
Maturity Price : 23.00
Evaluated at bid price : 23.94
Bid-YTW : 5.99 %

PWF.PR.K Perpetual-Discount Quote: 22.10 – 22.61
Spot Rate : 0.5100
Average : 0.3458

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-26
Maturity Price : 21.86
Evaluated at bid price : 22.10
Bid-YTW : 5.69 %

IFC.PR.A FixedReset Ins Non Quote: 22.00 – 22.96
Spot Rate : 0.9600
Average : 0.8105

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-26
Maturity Price : 21.60
Evaluated at bid price : 22.00
Bid-YTW : 5.47 %

GWO.PR.M Insurance Straight Quote: 25.40 – 25.85
Spot Rate : 0.4500
Average : 0.3159

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-07-26
Maturity Price : 25.00
Evaluated at bid price : 25.40
Bid-YTW : -13.81 %

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