{"id":51791,"date":"2026-04-13T19:27:41","date_gmt":"2026-04-13T23:27:41","guid":{"rendered":"https:\/\/prefblog.com\/?p=51791"},"modified":"2026-04-13T19:27:41","modified_gmt":"2026-04-13T23:27:41","slug":"april-13-2026","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=51791","title":{"rendered":"April 13, 2026"},"content":{"rendered":"\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices<\/strong>
Values are provisional and are finalized monthly<\/td>\n<\/tr>\n
Index<\/td>\nMean
Current
Yield
(at bid)<\/td>\n		Median
YTW<\/td>\n		Median
Average
Trading
Value<\/td>\n		Median
Mod Dur
(YTW)<\/td>\n		Issues<\/td>\nDay’s Perf.<\/td>\nIndex Value<\/td>\n<\/tr>\n
Ratchet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2051 %<\/td>\n2,499.1<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2051 %<\/td>\n4,738.8<\/td>\n<\/tr>\n
Floater<\/td>\n5.80 %<\/td>\n5.93 %<\/td>\n24,939<\/td>\n14.03<\/td>\n4<\/td>\n0.2051 %<\/td>\n2,731.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0552 %<\/td>\n3,660.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.77 %<\/td>\n4.45 %<\/td>\n69,984<\/td>\n2.90<\/td>\n5<\/td>\n0.0552 %<\/td>\n4,370.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0552 %<\/td>\n3,410.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.94 %<\/td>\n5.95 %<\/td>\n58,386<\/td>\n14.01<\/td>\n1<\/td>\n-0.4810 %<\/td>\n2,981.3<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.78 %<\/td>\n5.81 %<\/td>\n49,967<\/td>\n14.18<\/td>\n34<\/td>\n-0.2202 %<\/td>\n3,280.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.85 %<\/td>\n6.02 %<\/td>\n107,311<\/td>\n13.72<\/td>\n27<\/td>\n-0.1906 %<\/td>\n3,217.4<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.64 %<\/td>\n5.72 %<\/td>\n59,623<\/td>\n14.35<\/td>\n22<\/td>\n-0.0143 %<\/td>\n3,226.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1906 %<\/td>\n3,827.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.02 %<\/td>\n4.55 %<\/td>\n82,730<\/td>\n2.26<\/td>\n21<\/td>\n-0.0664 %<\/td>\n2,636.5<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1906 %<\/td>\n3,288.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.20 %<\/td>\n5.42 %<\/td>\n77,576<\/td>\n14.44<\/td>\n14<\/td>\n0.0816 %<\/td>\n3,181.3<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BN.PR.T<\/td>\nFixedReset Disc<\/td>\n-8.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-13
\nMaturity Price : 20.32
\nEvaluated at bid price : 20.32
\nBid-YTW : 6.56 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n-3.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-13
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n
POW.PR.G<\/td>\nPerpetual-Discount<\/td>\n-2.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-13
\nMaturity Price : 23.20
\nEvaluated at bid price : 23.50
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
BN.PF.C<\/td>\nPerpetual-Discount<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-13
\nMaturity Price : 20.02
\nEvaluated at bid price : 20.02
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-13
\nMaturity Price : 22.94
\nEvaluated at bid price : 24.25
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Prem<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.38
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Disc<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-13
\nMaturity Price : 23.19
\nEvaluated at bid price : 24.66
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Prem<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.60
\nBid-YTW : 4.51 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\n-1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-13
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.40
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
ENB.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-13
\nMaturity Price : 21.38
\nEvaluated at bid price : 21.70
\nBid-YTW : 6.36 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-13
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-13
\nMaturity Price : 19.99
\nEvaluated at bid price : 19.99
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-13
\nMaturity Price : 21.54
\nEvaluated at bid price : 21.80
\nBid-YTW : 5.51 %<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-13
\nMaturity Price : 22.27
\nEvaluated at bid price : 23.00
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n2.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-13
\nMaturity Price : 20.60
\nEvaluated at bid price : 20.60
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n4.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-13
\nMaturity Price : 22.94
\nEvaluated at bid price : 23.22
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n
Volume Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nShares
Traded<\/td>\n		Notes<\/td>\n<\/tr>\n
ENB.PR.T<\/td>\nFixedReset Disc<\/td>\n82,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-13
\nMaturity Price : 22.76
\nEvaluated at bid price : 23.60
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n67,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-13
\nMaturity Price : 22.27
\nEvaluated at bid price : 23.00
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n27,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-13
\nMaturity Price : 20.01
\nEvaluated at bid price : 20.01
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n21,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-13
\nMaturity Price : 21.28
\nEvaluated at bid price : 21.55
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
ENB.PR.Y<\/td>\nFixedReset Disc<\/td>\n18,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-13
\nMaturity Price : 21.36
\nEvaluated at bid price : 21.68
\nBid-YTW : 6.34 %<\/td>\n<\/tr>\n
ENB.PR.D<\/td>\nFixedReset Disc<\/td>\n16,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-13
\nMaturity Price : 21.38
\nEvaluated at bid price : 21.70
\nBid-YTW : 6.36 %<\/td>\n<\/tr>\n
There were 4 other index-included issues trading in excess of 10,000 shares.<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n
Wide Spread Highlights<\/strong><\/td>\n<\/tr>\n
See TMX DataLinx: ‘Last’ != ‘Close’<\/a> and the posts linked therein for an idea of why these quotes are so horrible.<\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nQuote Data and Yield Notes<\/td>\n<\/tr>\n
BN.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 20.32 – 22.40
\nSpot Rate : 2.0800
\nAverage : 1.1870<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-13
\nMaturity Price : 20.32
\nEvaluated at bid price : 20.32
\nBid-YTW : 6.56 %<\/td>\n<\/tr>\n

MFC.PR.B<\/td>\nInsurance Straight<\/td>\nQuote: 21.00 – 22.25
\nSpot Rate : 1.2500
\nAverage : 0.7846<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-13
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n

POW.PR.D<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.90 – 23.00
\nSpot Rate : 1.1000
\nAverage : 0.7359<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-13
\nMaturity Price : 21.65
\nEvaluated at bid price : 21.90
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n

MFC.PR.C<\/td>\nInsurance Straight<\/td>\nQuote: 20.81 – 22.00
\nSpot Rate : 1.1900
\nAverage : 0.8441<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-13
\nMaturity Price : 20.81
\nEvaluated at bid price : 20.81
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n

MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\nQuote: 25.83 – 26.83
\nSpot Rate : 1.0000
\nAverage : 0.6621<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-09-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.83
\nBid-YTW : 3.89 %<\/td>\n<\/tr>\n

CU.PR.K<\/td>\nPerpetual-Discount<\/td>\nQuote: 24.60 – 25.30
\nSpot Rate : 0.7000
\nAverage : 0.4475<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-04-13
\nMaturity Price : 24.22
\nEvaluated at bid price : 24.60
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

HIMIPref™ Preferred IndicesThese values reflect the December 2008 revision of the HIMIPref™ IndicesValues are provisional and are finalized monthly Index MeanCurrentYield(at bid) MedianYTW MedianAverageTradingValue MedianMod Dur(YTW) Issues Day’s Perf. Index Value Ratchet 0.00 % 0.00 …<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[15],"tags":[],"class_list":["post-51791","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51791","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=51791"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51791\/revisions"}],"predecessor-version":[{"id":51792,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51791\/revisions\/51792"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=51791"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=51791"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=51791"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}