Market Action

June 29, 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 % 21,464 14.65 1 0.2857 % 2,618.5
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.8996 % 4,876.5
Floater 5.58 % 5.68 % 38,790 14.43 3 -0.8996 % 2,810.3
OpRet 0.00 % 0.00 % 0 0.00 0 -0.0635 % 3,626.1
SplitShare 4.80 % 4.91 % 60,866 2.72 5 -0.0635 % 4,330.4
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.0635 % 3,378.7
Perpetual-Premium 5.69 % 5.60 % 62,587 13.99 7 0.2045 % 3,067.3
Perpetual-Discount 5.58 % 5.66 % 40,587 14.36 29 0.0938 % 3,379.3
FixedReset Disc 5.65 % 5.84 % 111,294 13.90 19 0.1577 % 3,291.5
Insurance Straight 5.49 % 5.53 % 47,188 14.61 22 -0.0139 % 3,283.4
FloatingReset 4.75 % 4.77 % 17,954 15.96 1 0.0000 % 3,976.3
FixedReset Prem 5.92 % 4.81 % 77,788 2.31 29 -0.0094 % 2,652.0
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.1577 % 3,364.6
FixedReset Ins Non 5.32 % 5.25 % 50,376 14.63 14 0.1856 % 3,211.7
Performance Highlights
Issue Index Change Notes
BN.PR.K Floater -2.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-29
Maturity Price : 13.56
Evaluated at bid price : 13.56
Bid-YTW : 5.78 %
PWF.PR.E Perpetual-Discount -1.63 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-29
Maturity Price : 23.95
Evaluated at bid price : 24.20
Bid-YTW : 5.77 %
FTS.PR.H FixedReset Disc -1.46 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-29
Maturity Price : 20.20
Evaluated at bid price : 20.20
Bid-YTW : 5.50 %
CCS.PR.C Insurance Straight -1.16 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-29
Maturity Price : 22.01
Evaluated at bid price : 22.25
Bid-YTW : 5.64 %
FTS.PR.J Perpetual-Discount 1.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-29
Maturity Price : 22.58
Evaluated at bid price : 22.83
Bid-YTW : 5.25 %
ENB.PF.E FixedReset Disc 1.16 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-29
Maturity Price : 22.65
Evaluated at bid price : 23.55
Bid-YTW : 5.97 %
MFC.PR.C Insurance Straight 1.21 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-29
Maturity Price : 21.55
Evaluated at bid price : 21.81
Bid-YTW : 5.18 %
MIC.PR.A Perpetual-Discount 1.32 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-29
Maturity Price : 22.60
Evaluated at bid price : 23.00
Bid-YTW : 5.89 %
POW.PR.C Perpetual-Premium 1.39 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-07-29
Maturity Price : 25.00
Evaluated at bid price : 25.60
Bid-YTW : -24.53 %
PWF.PR.S Perpetual-Discount 1.65 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-29
Maturity Price : 21.33
Evaluated at bid price : 21.60
Bid-YTW : 5.64 %
IFC.PR.A FixedReset Ins Non 3.18 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-29
Maturity Price : 22.32
Evaluated at bid price : 22.70
Bid-YTW : 5.23 %
Volume Highlights
Issue Index Shares
Traded
Notes
GWO.PF.A Perpetual-Discount 78,800 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-29
Maturity Price : 24.62
Evaluated at bid price : 25.02
Bid-YTW : 5.72 %
PWF.PR.P FixedReset Disc 36,600 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-29
Maturity Price : 20.47
Evaluated at bid price : 20.47
Bid-YTW : 5.73 %
TD.PF.I FixedReset Prem 17,600 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-10-31
Maturity Price : 25.00
Evaluated at bid price : 26.01
Bid-YTW : 3.99 %
ENB.PR.P FixedReset Disc 14,300 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-29
Maturity Price : 23.03
Evaluated at bid price : 24.00
Bid-YTW : 5.84 %
POW.PR.I Perpetual-Premium 12,800 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-29
Maturity Price : 24.50
Evaluated at bid price : 24.90
Bid-YTW : 5.67 %
ENB.PR.N FixedReset Prem 12,600 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-29
Maturity Price : 23.50
Evaluated at bid price : 25.05
Bid-YTW : 5.81 %
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
IFC.PR.K Insurance Straight Quote: 23.85 – 24.90
Spot Rate : 1.0500
Average : 0.6178

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-29
Maturity Price : 23.40
Evaluated at bid price : 23.85
Bid-YTW : 5.51 %

NA.PR.G FixedReset Prem Quote: 26.80 – 27.80
Spot Rate : 1.0000
Average : 0.5742

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-11-16
Maturity Price : 25.00
Evaluated at bid price : 26.80
Bid-YTW : 4.25 %

POW.PR.D Perpetual-Discount Quote: 22.60 – 23.40
Spot Rate : 0.8000
Average : 0.4815

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-29
Maturity Price : 22.33
Evaluated at bid price : 22.60
Bid-YTW : 5.54 %

POW.PR.H Perpetual-Premium Quote: 25.25 – 26.25
Spot Rate : 1.0000
Average : 0.8035

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2034-10-15
Maturity Price : 25.00
Evaluated at bid price : 25.25
Bid-YTW : 5.60 %

SLF.PR.G FixedReset Ins Non Quote: 20.55 – 21.80
Spot Rate : 1.2500
Average : 1.0632

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-29
Maturity Price : 20.55
Evaluated at bid price : 20.55
Bid-YTW : 5.36 %

GWO.PR.N FixedReset Ins Non Quote: 19.35 – 20.50
Spot Rate : 1.1500
Average : 0.9813

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-06-29
Maturity Price : 19.35
Evaluated at bid price : 19.35
Bid-YTW : 5.53 %

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