Market Action

July 6, 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 0.00 % 0.00 % 0 0.00 0 -0.2594 % 2,616.1
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.2594 % 4,926.6
Floater 5.52 % 5.61 % 37,645 14.52 3 -0.2594 % 2,839.2
OpRet 0.00 % 0.00 % 0 0.00 0 0.1509 % 3,631.0
SplitShare 4.80 % 4.90 % 67,325 2.70 5 0.1509 % 4,336.2
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.1509 % 3,383.3
Perpetual-Premium 5.70 % 5.65 % 59,127 14.02 7 0.1360 % 3,071.1
Perpetual-Discount 5.58 % 5.66 % 39,223 14.35 27 -0.0874 % 3,384.5
FixedReset Disc 5.72 % 5.87 % 99,387 14.00 19 0.2561 % 3,323.8
Insurance Straight 5.47 % 5.55 % 48,107 14.58 20 -0.1249 % 3,289.5
FloatingReset 0.00 % 0.00 % 0 0.00 0 0.2561 % 4,058.4
FixedReset Prem 5.92 % 4.79 % 75,814 2.30 29 -0.0134 % 2,652.2
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.2561 % 3,397.6
FixedReset Ins Non 5.29 % 5.21 % 54,700 13.96 14 0.1878 % 3,224.8
Performance Highlights
Issue Index Change Notes
BN.PR.T FixedReset Disc -3.43 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-06
Maturity Price : 21.58
Evaluated at bid price : 21.95
Bid-YTW : 6.02 %
CU.PR.E Perpetual-Discount -2.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-06
Maturity Price : 21.75
Evaluated at bid price : 22.00
Bid-YTW : 5.63 %
GWO.PR.I Insurance Straight -2.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-06
Maturity Price : 20.55
Evaluated at bid price : 20.55
Bid-YTW : 5.52 %
PWF.PR.A Floater -1.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-06
Maturity Price : 14.46
Evaluated at bid price : 14.46
Bid-YTW : 5.47 %
GWO.PR.N FixedReset Ins Non -1.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-06
Maturity Price : 19.26
Evaluated at bid price : 19.26
Bid-YTW : 5.58 %
MFC.PR.J FixedReset Ins Non -1.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-06
Maturity Price : 23.49
Evaluated at bid price : 24.55
Bid-YTW : 5.81 %
POW.PR.B Perpetual-Discount -1.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-06
Maturity Price : 23.36
Evaluated at bid price : 23.65
Bid-YTW : 5.67 %
BN.PR.B Floater 1.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-06
Maturity Price : 13.99
Evaluated at bid price : 13.99
Bid-YTW : 5.61 %
FTS.PR.J Perpetual-Discount 1.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-06
Maturity Price : 22.69
Evaluated at bid price : 22.93
Bid-YTW : 5.23 %
PWF.PR.R Perpetual-Discount 1.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-06
Maturity Price : 24.47
Evaluated at bid price : 24.71
Bid-YTW : 5.66 %
MFC.PR.Q FixedReset Ins Non 1.06 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-06-19
Maturity Price : 25.00
Evaluated at bid price : 25.65
Bid-YTW : 4.71 %
BIP.PR.F FixedReset Prem 1.21 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-01-01
Maturity Price : 25.00
Evaluated at bid price : 25.95
Bid-YTW : 4.87 %
ENB.PR.T FixedReset Disc 1.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-06
Maturity Price : 23.35
Evaluated at bid price : 24.88
Bid-YTW : 5.70 %
ENB.PF.E FixedReset Disc 1.48 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-06
Maturity Price : 22.86
Evaluated at bid price : 24.00
Bid-YTW : 5.87 %
NA.PR.C FixedReset Prem 1.66 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-11-15
Maturity Price : 25.00
Evaluated at bid price : 26.50
Bid-YTW : 1.97 %
ENB.PR.B FixedReset Disc 2.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-06
Maturity Price : 22.66
Evaluated at bid price : 23.22
Bid-YTW : 5.88 %
MFC.PR.K FixedReset Ins Non 2.36 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-09-19
Maturity Price : 25.00
Evaluated at bid price : 26.00
Bid-YTW : 4.59 %
ENB.PR.D FixedReset Disc 2.89 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-06
Maturity Price : 22.78
Evaluated at bid price : 23.17
Bid-YTW : 5.89 %
Volume Highlights
Issue Index Shares
Traded
Notes
GWO.PF.A Perpetual-Premium 44,100 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-06
Maturity Price : 24.71
Evaluated at bid price : 25.11
Bid-YTW : 5.71 %
PVS.PR.K SplitShare 36,900 YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2029-05-31
Maturity Price : 25.00
Evaluated at bid price : 25.03
Bid-YTW : 4.56 %
MFC.PR.K FixedReset Ins Non 33,500 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-09-19
Maturity Price : 25.00
Evaluated at bid price : 26.00
Bid-YTW : 4.59 %
NA.PR.C FixedReset Prem 18,400 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-11-15
Maturity Price : 25.00
Evaluated at bid price : 26.50
Bid-YTW : 1.97 %
CU.PR.J Perpetual-Discount 17,500 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-06
Maturity Price : 21.54
Evaluated at bid price : 21.54
Bid-YTW : 5.59 %
GWO.PR.N FixedReset Ins Non 15,500 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-06
Maturity Price : 19.26
Evaluated at bid price : 19.26
Bid-YTW : 5.58 %
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
BN.PR.T FixedReset Disc Quote: 21.95 – 23.37
Spot Rate : 1.4200
Average : 0.8924

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-06
Maturity Price : 21.58
Evaluated at bid price : 21.95
Bid-YTW : 6.02 %

MFC.PR.J FixedReset Ins Non Quote: 24.55 – 26.09
Spot Rate : 1.5400
Average : 1.2188

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-06
Maturity Price : 23.49
Evaluated at bid price : 24.55
Bid-YTW : 5.81 %

IFC.PR.I Insurance Straight Quote: 24.95 – 25.70
Spot Rate : 0.7500
Average : 0.4766

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-06
Maturity Price : 24.44
Evaluated at bid price : 24.95
Bid-YTW : 5.43 %

GWO.PR.I Insurance Straight Quote: 20.55 – 21.32
Spot Rate : 0.7700
Average : 0.5325

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-06
Maturity Price : 20.55
Evaluated at bid price : 20.55
Bid-YTW : 5.52 %

CU.PR.E Perpetual-Discount Quote: 22.00 – 22.55
Spot Rate : 0.5500
Average : 0.3367

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-06
Maturity Price : 21.75
Evaluated at bid price : 22.00
Bid-YTW : 5.63 %

CU.PR.D Perpetual-Discount Quote: 22.02 – 22.80
Spot Rate : 0.7800
Average : 0.5695

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2056-07-06
Maturity Price : 21.78
Evaluated at bid price : 22.02
Bid-YTW : 5.62 %

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