Market Action

July 2, 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 5.59 % 5.79 % 21,632 14.74 1 0.0000 % 2,622.9
FixedFloater 0.00 % 0.00 % 0 0.00 0 1.0260 % 4,932.4
Floater 5.52 % 5.64 % 37,614 14.48 3 1.0260 % 2,842.6
OpRet 0.00 % 0.00 % 0 0.00 0 -0.1588 % 3,621.5
SplitShare 4.81 % 4.96 % 58,371 2.71 5 -0.1588 % 4,324.9
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.1588 % 3,374.4
Perpetual-Premium 5.68 % 5.63 % 59,272 6.58 7 0.2611 % 3,072.2
Perpetual-Discount 5.58 % 5.67 % 41,107 14.38 29 0.2057 % 3,383.8
FixedReset Disc 5.61 % 5.81 % 109,252 13.96 19 0.3387 % 3,316.2
Insurance Straight 5.48 % 5.53 % 47,527 14.60 22 0.2998 % 3,291.8
FloatingReset 4.78 % 4.81 % 16,558 15.89 1 -0.6708 % 3,949.6
FixedReset Prem 5.92 % 4.68 % 76,896 2.30 29 0.0000 % 2,654.9
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.3387 % 3,389.9
FixedReset Ins Non 5.30 % 5.26 % 51,204 14.67 14 0.3288 % 3,221.3
Performance Highlights
Issue Index Change Notes
PWF.PR.S Perpetual-Discount -1.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-02
Maturity Price : 21.25
Evaluated at bid price : 21.25
Bid-YTW : 5.76 %
BN.PR.R FixedReset Disc 1.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-02
Maturity Price : 22.54
Evaluated at bid price : 23.49
Bid-YTW : 5.64 %
CU.PR.E Perpetual-Discount 1.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-02
Maturity Price : 22.17
Evaluated at bid price : 22.45
Bid-YTW : 5.51 %
ENB.PR.D FixedReset Disc 1.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-02
Maturity Price : 22.53
Evaluated at bid price : 22.90
Bid-YTW : 5.94 %
MFC.PR.K FixedReset Ins Non 1.18 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-09-19
Maturity Price : 25.00
Evaluated at bid price : 25.70
Bid-YTW : 5.14 %
FTS.PR.J Perpetual-Discount 1.20 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-02
Maturity Price : 22.56
Evaluated at bid price : 22.82
Bid-YTW : 5.25 %
CU.PR.D Perpetual-Discount 1.26 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-02
Maturity Price : 22.22
Evaluated at bid price : 22.50
Bid-YTW : 5.50 %
ENB.PF.G FixedReset Disc 1.47 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-02
Maturity Price : 22.91
Evaluated at bid price : 24.15
Bid-YTW : 5.89 %
GWO.PR.M Insurance Straight 1.53 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-08-01
Maturity Price : 25.00
Evaluated at bid price : 25.94
Bid-YTW : -35.24 %
GWO.PR.I Insurance Straight 2.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-02
Maturity Price : 20.97
Evaluated at bid price : 20.97
Bid-YTW : 5.40 %
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 : 5.45 %
BN.PR.K Floater 2.21 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-02
Maturity Price : 13.86
Evaluated at bid price : 13.86
Bid-YTW : 5.66 %
GWO.PR.P Insurance Straight 3.95 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-02
Maturity Price : 23.68
Evaluated at bid price : 23.95
Bid-YTW : 5.66 %
Volume Highlights
Issue Index Shares
Traded
Notes
PVS.PR.H SplitShare 48,575 YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2027-02-28
Maturity Price : 25.00
Evaluated at bid price : 25.04
Bid-YTW : 4.97 %
GWO.PF.A Perpetual-Discount 39,751 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-02
Maturity Price : 24.65
Evaluated at bid price : 25.05
Bid-YTW : 5.72 %
SLF.PR.H FixedReset Ins Non 27,700 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-02
Maturity Price : 23.42
Evaluated at bid price : 24.38
Bid-YTW : 5.26 %
GWO.PR.Z Insurance Straight 25,394 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-02
Maturity Price : 24.60
Evaluated at bid price : 25.01
Bid-YTW : 5.72 %
BN.PR.T FixedReset Disc 19,601 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-02
Maturity Price : 22.09
Evaluated at bid price : 22.73
Bid-YTW : 5.78 %
CM.PR.S FixedReset Prem 17,107 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-01-31
Maturity Price : 25.00
Evaluated at bid price : 25.53
Bid-YTW : 4.19 %
There were 5 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
GWO.PR.G Insurance Straight Quote: 23.75 – 24.80
Spot Rate : 1.0500
Average : 0.6590

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-02
Maturity Price : 23.48
Evaluated at bid price : 23.75
Bid-YTW : 5.50 %

ENB.PR.P FixedReset Disc Quote: 24.10 – 24.80
Spot Rate : 0.7000
Average : 0.4508

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-02
Maturity Price : 23.07
Evaluated at bid price : 24.10
Bid-YTW : 5.81 %

ENB.PF.C FixedReset Disc Quote: 23.55 – 24.80
Spot Rate : 1.2500
Average : 1.0031

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-02
Maturity Price : 22.67
Evaluated at bid price : 23.55
Bid-YTW : 5.99 %

POW.PR.B Perpetual-Discount Quote: 23.65 – 24.33
Spot Rate : 0.6800
Average : 0.4580

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-02
Maturity Price : 23.36
Evaluated at bid price : 23.65
Bid-YTW : 5.66 %

SLF.PR.E Insurance Straight Quote: 21.62 – 22.35
Spot Rate : 0.7300
Average : 0.5082

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-02
Maturity Price : 21.35
Evaluated at bid price : 21.62
Bid-YTW : 5.22 %

MFC.PR.B Insurance Straight Quote: 22.15 – 22.75
Spot Rate : 0.6000
Average : 0.4230

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-02
Maturity Price : 21.91
Evaluated at bid price : 22.15
Bid-YTW : 5.28 %

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